FIBO glossary (Development version)

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A
a b s c d o deal

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: An issue of Asset Backed Security CDO notes.

a b s c d o instrument

Model-Generated Definition:

A kind of cash c d o tranche.

Definition: CDO where the underlying asset pool is ABS.

a b s deal

Model-Generated Definition:

Definition: The issue of a series of Cash Asset Backed Security certificates.

a b s deal prospectus

Model-Generated Definition:

Definition: Prospectus describing the terms of the issue and each of the instruments included in the asset backed security issue.

a b s issuer

Model-Generated Definition:

A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:

  • described as at least one occurrence of debt s p v.

Definition: The issuer of the (Cash) Asset Backed Security. This is generally a Special Purpose Vehicle set up by a corporation. Further details from riskglossary.com: To create an ABS, a corporation creates a special purpose vehicle to which it sells the assets. While is is common to speak of the corporation as the issuer of the ABS, legally, it is the trust or special purpose vehicle that is the issuer. It sells securities to investors. To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of the trust or special purpose vehicle cannot be consolidated with the corporation's assets in the event of bankruptcy. These same safeguards allow the corporation to remove the assets from its balance sheet. The corporation generally continues to service the assets - collecting interest and principal payments, pursuing delinquencies, etc. It is paid out of asset cash flows for providing these ongoing services.

a category indicating how the loan amortizes

Model-Generated Definition:

A kind of classifier.

Definition:

a v m provider (please review)

Model-Generated Definition:

Definition: Party which is the Provider of an AVM Valuation.

ABA IIN registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the ABA IIN registry, a repository of financial institution characteristics collected by the ABA for those institutions to which they issue IINs

ABA RTN registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the ABA RTN registry, a repository of financial institution characteristics collected by the ABA Registrar on behalf of the ABA

ability

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The possession of the means to do a thing

absolate prepayment rate formula

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

  • expressed as any number of occurrences of Text.

Definition: ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)

absolute prepayment rate

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • absolute prepayment rate has value any number of occurrences of timed percentage.

Definition: The absolute prepayment rate (for ABS) is the standard measure of prepayment rates in the auto-loan sector. ABS measures the monthly rate of loan prepayments as a percentage of the original pool balance. ABS is defined by the following formula where SMM refers to Single Monthly Mortality, which measures the percentage of dollars prepaid in a given month expressed as a percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1)

absolute price strike specification

Model-Generated Definition:

A kind of strike price specification. A valid occurrence may have the following properties:

  • strike price absolute amount any number of occurrences of monetary amount.

Definition: Expression of the strike price as an absolute monetary price at which the option is to be struck.

abstract cashflow construct

Model-Generated Definition:

Definition:

Acceleration

Model-Generated Definition:

Definition:

account (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a contractual relationship between a buyer and a seller under which payment may be made at a later time

account (from package /Informative/Foundations/Accounting Ext/AccountsMain/account)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: Business relationship between two entities; one entity is the account owner, the other entity is the account servicer.

account holder (from package /Informative/Foundations/Accounting Ext/AccountsMain/account holder)

Model-Generated Definition:

A kind of party in role.

Definition:

account holder (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account holder)

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

Definition: a party holding an account

account identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of account.

Definition: an identifier assigned to each client account for ease in referring to that party's activity

account number

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of account.

Definition: an identifier assigned to each client account for ease in referring to that party's activity

account payable

Model-Generated Definition:

A kind of ledger account.

Definition:

account payable balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

Definition: Balance of accounts receivable

account provider (from package /Informative/Foundations/Accounting Ext/AccountsMain/account provider)

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

Definition:

account provider (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/account provider)

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary condition:

Definition: the service provider that provides and services the account

account receivable

Model-Generated Definition:

A kind of ledger account.

Definition:

account receivable balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary condition:

Definition: Balance of accounts receivable

account servicing

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

Definition:

account-specific service agreement

Model-Generated Definition:

A kind of service agreement. A valid occurrence satisfies the following necessary conditions:

Definition: a service-agreement that is account-specific, applicable in cases where a client holds multiple accounts with differing terms and conditions

accounting party

Model-Generated Definition:

A kind of party in role.

Definition: The Party from the perspective of which these accounts are prepared. This is the to whom the balances apply. There would be corresponding accounts (supplier, customer) for counterparties with whom the Accounting Party does business.

accounting reporting party

Model-Generated Definition:

Definition: The party, from the perspective of which economic facts are defined.

accounting transaction (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/accounting transaction)

Model-Generated Definition:

A kind of transaction event.

Definition: event or condition recognized by an entry in the records of an account

accounting transaction (from package /Release/Financial Business And Commerce/Products And Services/ClientsAndAccounts/accounting transaction)

Model-Generated Definition:

A kind of transaction event.

Definition: event or condition recognized by an entry in the books of an account

accounts ledger entry

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • narrative any number of occurrences of Text.
  • amount any number of occurrences of monetary amount.

Definition:

accreting

Model-Generated Definition:

A kind of amortization type.

Definition:

accrual

Model-Generated Definition:

A kind of thing in role. A valid occurrence may have the following properties:

  • applies to any number of occurrences of interest.

Definition: the process of accumulating interest or other income that has been earned but not paid

accrued fees

Model-Generated Definition:

Definition:

accrued income

Model-Generated Definition:

Definition:

accrued interest amount

Model-Generated Definition:

A kind of interest. A valid occurrence may have the following properties:

  • accrued interest amount has value any number of occurrences of timed percentage.

Definition: The interest accrued on the bond or debt instrument at the time that the price is quoted. If this is a dirty price, this is the amount of accrued interest that is included in the price. This is therefore passed on to the purchaser of the bond or debt instrument.

accrued liability

Model-Generated Definition:

A kind of liability.

Definition: Liability which has been incurred by the entity and is yet to be paid off.

accrued taxes

Model-Generated Definition:

Definition:

accumulating share class

Model-Generated Definition:

Definition: A share class in which there is no option to reinvest.

active

Model-Generated Definition:

Definition: Security is actively traded

active loan status

Model-Generated Definition:

A kind of loan lifecycle status. A valid occurrence satisfies the following necessary condition:

Definition: Status of a Loan which is in the Disbursement phase.

actively trading

Model-Generated Definition:

Definition: Security is actively traded on the exchange or trading facility

ActualPayment

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

  • has date at least one occurrence of date.
  • cur-hasAmount at least one occurrence of monetary amount.

Definition: An actual payment occcurrence, whereby the borrower submits payment in order to fulfill an obligation to repay a loan.

ad hoc schedule

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date

ad hoc schedule entry

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • comprises exactly one occurrence of occurrence kind.
  • has date exactly one occurrence of date.

Definition: an entry, including a date, among multiple ad hoc schedule entries that jointly make up an AdHocSchedule

ad valorem tax provision

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is limited any number of values of yesOrNo.

Definition: A direct tax calculated “according to value” of property. Ad valorem tax is based on an assigned valuation (market or assessed) of real property and, in certain cases, on a valuation of tangible or intangible personal property. In virtually all jurisdictions, ad valorem tax is a lien on the property enforceable by seizure and sale of the property. An ad valorem tax is normally the one substantial tax that may be raised or lowered by a local governing body without the sanction of superior levels of government (although constitutional or statutory restrictions such as tax rate limitations may limit this right).

address

Model-Generated Definition:

A kind of index. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is index to any number of occurrences of location.
  • has uri any number of occurrences of URI.

Definition: an index to a location to which communications may be delivered

addressing scheme

Model-Generated Definition:

A kind of indexing scheme. A valid occurrence may have the following properties:

  • defines any number of occurrences of address.

Definition: a system for allocating addresses to objects

adjustment method

Model-Generated Definition:

A kind of method.

Definition: The method by which something is adjusted, for example the terms of a contract, in reaction to events.

adr-EmailAddress

Model-Generated Definition:

A kind of virtual address.

Definition: A virtual address for sending email communication to.

adr-PhoneNumber

Model-Generated Definition:

A kind of virtual address.

Definition: A virtual address for communication via phone.

adult

Model-Generated Definition:

A kind of person.

Definition: a person who has attained the age of majority as defined by given jurisdiction

advance refunding

Model-Generated Definition:

A kind of refunding purpose.

Definition: A bond issuance in which new bonds are sold at a lower rate than outstanding ones. The proceeds are then invested, and when the older bonds become callable they are paid off with the invested proceeds.

affiliate

Model-Generated Definition:

Definition: an affiliate of, or a person affiliated with, a specific person is a person that directly, or indirectly through one or more intermediaries, controls, or is controlled by, or is under common control with, the person specified

agency c m o

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary conditions:

Definition:

agency determined date

Model-Generated Definition:

A kind of determined date.

Definition: A date which is or which is to be determined by some external agency.

agency i o tranche

Model-Generated Definition:

A kind of agency c m o.

Definition:

agency jump tranche

Model-Generated Definition:

A kind of agency c m o. A valid occurrence satisfies the following necessary condition:

Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.

agency jump z tranche

Model-Generated Definition:

Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

agency m b s deal

Model-Generated Definition:

A kind of m b s deal.

Definition: An issue of securities backed by pools of mortgages held by government agencies.

agency m b s issuer

Model-Generated Definition:

A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:

Definition: The issuer of the pass through MBS is an Agency issuer. This is identified as being some kind of agency that is set up specifically to issue these instruments.

agency m b s pool

Model-Generated Definition:

A kind of m b s pool.

Definition: A pool investment consisting of a collection of Agency MBS instruments.

agency mortgage pool

Model-Generated Definition:

A kind of mortgage pool.

Definition: A pool of agency mortgages.

agency p o tranche

Model-Generated Definition:

A kind of agency c m o.

Definition: Principal Only tranche. This tranche will only pay principal.

agency regular jump z

Model-Generated Definition:

A kind of agency jump z tranche. A valid occurrence satisfies the following necessary condition:

Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

agency sticky jump z

Model-Generated Definition:

Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.

agency z tranche

Model-Generated Definition:

A kind of agency c m o.

Definition: A tranche that does not receive payments while other tranches remain.

agent for service of process

Model-Generated Definition:

A kind of contract third party, signatory, and third-party agent. A valid occurrence may have the following properties:

  • is recognized in any number of occurrences of jurisdiction.

Definition: the agent (person or organization) designated by a business entity, such as a corporation, to receive legal correspondence on behalf of the business entity in the jurisdiction in which the agent's address is located

agent in role

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

Definition: An agent-in-role is a relative concept that ties an autonomous agent to a role they are playing in a given situational context.

agreement

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

Definition: a negotiated and usually legally enforceable understanding between two or more legally competent parties

agreement corporation

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: a corporation chartered by a state to engage in international banking, so named because the corporation enters into an 'agreement' with the Fed's Board of Governors that it will limit its activities to those permitted

agreement party

Model-Generated Definition:

A kind of party in role.

Definition: That which is party to some agreement.

agricultural product

Model-Generated Definition:

Definition: A commodity which is some agrigultural product, including grain, fruit and meat.

agricultural products delivery

Model-Generated Definition:

Definition: Delivery of any agricultural produce.

algo debt credit spread

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer.

alienable right

Model-Generated Definition:

A kind of right.

Definition: A right which can be taken away from the entity that holds it

all borrowers monthly income

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

Definition: total monthly qualifying income for all borrowers on the loan

allotment right

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • number of securities any number of occurrences of Number.

Definition: Privileges allotted to existing security holders, entitling them to receive new securities free of charge.

allotment right formula

Model-Generated Definition:

A kind of formula. A valid occurrence may have the following properties:

  • formula text any number of occurrences of Text.

Definition: A formula used to calculate the number of securities for an Allotment Right, based on the number of these instruments that the holder holds. Conesnsus:Review

allotment right holder

Model-Generated Definition:

A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:

Definition: The party which is the holder of an allotment right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.

alx-Measurement

Model-Generated Definition:

A kind of occurrence.

Definition: The act of taking a measurement. Some measurement procedure is used to measure some aspect of something giving a result typicalliy expressed in some units . E.g. a valuation measuring the value of an asset expressedin USD

american exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence may have the following properties:

  • exercise window any number of occurrences of date period.

Definition: A feature of an option that stipulates that the option can be exercised anytime within the specified date window.

American statistics publisher

Model-Generated Definition:

Definition: a statistical information publisher comprised of the government agencies and departments that publish statistical information on behalf of the U.S. Federal Government

amortization

Model-Generated Definition:

A kind of thing in role. A valid occurrence may have the following properties:

  • is amortization of any number of occurrences of any type.

Definition: the process of reduction of debt or other costs through periodic charges to assets or liabilities, such as through principal payments on mortgages

amortization schedule

Model-Generated Definition:

A kind of schedule.

Definition: A schedule which specifies changes in the scheduled balance of loan principal over time.

amortization type

Model-Generated Definition:

Definition: The different types of principal payments applicable to a debt security.

amortizing bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A bond with terms mandating amortization of the principal

amortizing redemption payment

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

Definition:

amount of money

Model-Generated Definition:

Equivalent to money amount.

A kind of quantity value. A valid occurrence may have the following properties:

  • has base money unit any number of occurrences of currency.
  • has base money unit any number of occurrences of currency.

Definition:

  • a sum of money
  • a sum of money

analytical information

Model-Generated Definition:

A kind of information and timed parameter. A valid occurrence satisfies the following necessary conditions:

Definition: Information about some item at some time past, present or future. This takes the form of some measure about the thing being analyzed; the measure will have some values at different times as shown in the Math grammar for dated parameters.

analytics calculation model

Model-Generated Definition:

A kind of mathematical model. A valid occurrence satisfies the following necessary condition:

  • includes at least one occurrence of formula.

Definition: A model used for formal calculation of parameters.

annual reporting policy

Model-Generated Definition:

Definition: Reports are presented once a year

annualized performance determination method

Model-Generated Definition:

Definition: Annualized performance determination.

anstalt

Model-Generated Definition:

A kind of foundation.

Definition: Form of Foundation registered in Leichtenstein.

apartment

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

Definition: A building subbdivision intended for habitation.

applicant

Model-Generated Definition:

A kind of requesting party.

Definition: The party making some application.

Application

Model-Generated Definition:

A kind of fnd-Request. A valid occurrence satisfies the following necessary condition:

  • hasDateReceived at least one occurrence of date.

Definition: A request submitted by an applicant to receive something (e.g. a licence, a loan, a membership). Is accompanied by documentation of pertinent information to determine whether the request should be granted.

application

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

  • has date received at least one occurrence of date.

Definition: a request submitted by an applicant to receive something (e.g. a licence, a loan, a membership) accompanied by documentation of pertinent information to determine whether the request should be granted

application information

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary condition:

  • made by at least one occurrence of applicant.

Definition: A formal application by some party to some other party, in which the requesting party sets out some requirement which they request to be fulfilled by the other party.

appreciation

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

arbitrage c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: Arbitrage CDO/CLO/CBO - the reference assets are bought by a firm or conduit or SPV (Special Purpose Vehicle) with a view to repackage them and sell them on as the structured product.

arbitrage cdo objective

Model-Generated Definition:

Definition: The objective is arbitrage, whereby the motivation is to add value by repackaging assets into tranches.

arbitrage synthetic c d o

Model-Generated Definition:

A kind of arbitrage c d o and synthetic c d o. A valid occurrence satisfies the following necessary conditions:

Definition: Arbitrage synthetic CDO deals are motivated by regulatory or practical considerations that might make a bank want to retain ownership of debt while achieving capital relief through CDSs. In this case, the sponsoring bank has a portfolio of obligations, called the reference portfolio. It retains that portfolio, but offloads its credit risk by transacting CDSs with the CDO.

arithmetic mean

Model-Generated Definition:

A kind of mean.

Definition: the sum of a collection of numbers divided by the number of numbers in the collection

arrangement

Model-Generated Definition:

Definition: a structure or means of organizing information such as a schema, numbering system, organization scheme, measurement system, taxonomy, or language for organizing information

arrears payment history (please review)

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:

  • payments missed in past six months (please review) any number of occurrences of True Or False.

Definition: Historical information about payment of arrears by the entity.

articles of incorporation

Model-Generated Definition:

A kind of instrument of incorporation. A valid occurrence satisfies the following necessary conditions:

Definition: The articles of association are a contract (1) between the members (stockholders, subscribers) and the organization and (2) among the members themselves. It sets out the rights and duties of directors and stockholders individually and in meetings. Certain statutory clauses (such as those dealing with allotment, transfer, and forfeiture of shares) must be included; the other clauses are chosen by the stockholders to make up the bylaws of the organization. A court, however, may declare a clause ultra vires if it is deemed unfair, unlawful, or unreasonable. A copy of the articles is lodged with the appropriate authority such as the registrar of companies. Articles are public documents and may be inspected by anyone (usually on payment of a fee) either at the premises of the organization or at the registrar's office. Lenders to the organization take special interest in its provisions that impose a ceiling on the borrowings beyond which the organization's management must get shareholders' approval before taking on more debt. The usual American term is articles of incorporation.

asian exercise commitment

Model-Generated Definition:

A kind of option writer commitment. A valid occurrence may have the following properties:

  • exercise determination period any number of occurrences of date period.

Definition: Commitment to pay out on an option on the basis of a rolling average strike, which the other party may or may not choose to exercise against.

asian exercise terms set

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:

Definition: Terms governing the exercise of an Asian Option.

aspect viewing party

Model-Generated Definition:

Definition: The party from the perspective of which the aspect is defined.

asset

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

  • is played by exactly one occurrence of any type.
  • is an asset of at least one occurrence of owner.
  • is played by exactly one occurrence of any type.
  • is played by exactly one occurrence of Annotation Property Holder.

A valid occurrence may also have the following properties:

  • is an owned thing in role any number of occurrences of ownership.

Definition: A thing held by some party and having some value.

asset class

Model-Generated Definition:

A kind of financial instrument classifier. A valid occurrence satisfies the following necessary condition:

  • classifies at least one occurrence of security.

Definition: a financial instrument classifier for a group of securities that exhibit similar characteristics, behave similarly in the marketplace and are subject to the same laws and regulations

asset class strategy

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

Definition: Strategy which is asset class based.

asset derivative contract

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

asset maximum or minimum payout commitment

Model-Generated Definition:

Definition: A commitment to pay out on the maximum or minimum of a set of assets. Further Notes Maximum of n Assets This rainbow is similar to the best of n assets plus cash we referred to in part a, with the exception that no cash payoff is possible and there is a strike price for this type of option. The payoff of a call and put are given as: Rainbow-Call = max[0, max(S1, S2) - X] Rainbow-Put = max[0, X - max(S1, S2)] Minimum of n Assets The counterpart to a maximum of n assets, this rainbow pays out the value of the underperformer of the n assets. The payoff for minimum of 2 asset rainbow calls and puts are given as: Rainbow-Call = max[0, mainS1, S2) - X] Rainbow-Put = max[0, X - min(S1, S2)]

asset or nothing payout commitment

Model-Generated Definition:

Definition:

asset repurchase agreement

Model-Generated Definition:

A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:

  • defined from perspective of repo lender at least one occurrence of repo lender.

Definition: A Repurchase Agreement defined from the point of view of the lender, where it is seen as an asset repo.

asset return commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

asset return stream

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • rate of return any number of values of any type.

Definition: A leg in which the returns on an asset are paid.

asset type facet

Model-Generated Definition:

Definition: Types od Derivatives contract classlfied by their underlying asset type.

asset underlier

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: An underlyer made up of one or a basket of securities or security indices.

Atomic Value

Model-Generated Definition:

A kind of Value. A valid occurrence may have the following properties:

  • hasValue any number of values of any type.

Definition:

auction date rule (from package /Release/Securities/Securities/ParametricSchedules/auction date rule)

Model-Generated Definition:

Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event

auction date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/auction date rule)

Model-Generated Definition:

Definition: the published rule for defining the date of some auction event

auction date rule (from package /Release/Securities/Securities/ISDASchedules/auction date rule)

Model-Generated Definition:

Definition: a business recurrence interval convention that is a published rule for defining the date of some auction event

auditor

Model-Generated Definition:

A kind of responsible party.

Definition: an individual qualified (at the state level) to conduct audits. An auditor may be an internal auditor (an individual whose primary job function is to audit his or her own company) or an external auditor (an individual from outside the company, who typically is employed by an auditing firm who handles many different clients).

authority

Model-Generated Definition:

A kind of right. A valid occurrence satisfies the following necessary condition:

  • is conferred by some autonomous agent at least one occurrence of autonomous agent.

Definition: The right to do something, as conferred by some autonomous agent

auto loan (please review)

Model-Generated Definition:

A kind of loan drawdown.

Definition: A loan specifically for the purpose of automobile purchase.

auto loan a b s

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: ABS issued by auto finance companies and are backed by underlying pools of auto-related loans or leases.

auto loan contract (please review)

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

Definition:

auto loan pool

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary conditions:

Definition: A loan pool covering automobile-related loans.

auto loan pool constituent

Model-Generated Definition:

Definition: An auto loan defined as a constituent of an Auto Loan Pool.

auto loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

automated underwriting system

Model-Generated Definition:

A kind of software.

Definition: a software sytstem that produces loan underwriting decisions

autonomous agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An agent is an autonomous individual that can adapt to and interact with its environment.

average daily earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average daily wage an employee makes over the reporting period

average earnings

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average wage an hourly or salaried worker makes in a given period of time

average hourly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average hourly wage an employee makes over the reporting period

average life

Model-Generated Definition:

A kind of life analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: An estimate of the number of terms to maturity, taking the possibility of early payments into account. Average life is calculated using the weighted average time to the receipt of all future cash flows.

average life at issue

Model-Generated Definition:

A kind of average life. A valid occurrence may have the following properties:

  • average life date at issue any number of values of any type.
  • average life value any number of occurrences of date specification.

Definition: The Average Life analytic at the time the security was issued.

average monthly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average monthly wage an employee makes over the reporting period

average weekly earnings

Model-Generated Definition:

A kind of average earnings. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the average weekly wage an employee makes over the reporting period

B
balance

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is balance of any number of occurrences of account.

Definition:

balance sheet asset balance

Model-Generated Definition:

Definition: A balance sheet entry representing some asset of the entity.

balance sheet balance

Model-Generated Definition:

A kind of balance sheet feature. A valid occurrence may have the following properties:

  • balance any number of occurrences of Number.

Definition:

balance sheet c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: Balance Sheet CDO/CLO/CBO - the reference assets for the SDO portfolio are taken from a company/firm's balance sheet.

balance sheet c d o objective

Model-Generated Definition:

Definition: The objective is that the CDO is created to move assets off the originator balance sheet.

balance sheet entry

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Some entry on the balance sheet of some business entity.

balance sheet feature

Model-Generated Definition:

Definition:

balance sheet liability balance

Model-Generated Definition:

Definition: A balance sheet entry representing some asset of the entity.

balance sheet total

Model-Generated Definition:

Definition:

Bank

Model-Generated Definition:

Definition: a depository institution, usually a corporation, that accepts deposits, makes loans, pays checks, and performs related services, for individual members of the public, businesses or other organizations

bank account

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

  • is identified by at least one occurrence of account identifier.
  • has party in role at least one occurrence of Bank.
  • is provided by at least one occurrence of Bank.

Definition: an account held or provided by, as a service, a bank

bank for international settlements

Model-Generated Definition:

A kind of Bank.

Definition: an international financial organization that serves central banks in their pursuit of monetary and financial stability, helping to foster international cooperation in those areas and acting as a bank for central banks

bank holding company

Model-Generated Definition:

A kind of business and financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: any company that owns and/or has direct or indirect control of one or more banks; BHCs may also own nonbanking subsidiaries such as broker-dealers and asset managers

bank qualified tax exemption

Model-Generated Definition:

A kind of security tax treatment (please review). A valid occurrence may have the following properties:

Definition: Whether or not a municipal reasonably expects to issue in the calendar year of such offering no more than $10 million par amount of bonds of the type required to be included in making such calculation under the Internal Revenue Code. 

bankers acceptance

Model-Generated Definition:

A kind of draft and tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

  • has value at maturity at least one occurrence of par value.
  • has value at issue at least one occurrence of discount value.

A valid occurrence may also have the following properties:

Definition: A Draft where the drawer and drawee of the draft are distinct parties and the drawee is a bank.

banking product (from package /Informative/Foundations/Accounting Ext/AccountsMain/banking product)

Model-Generated Definition:

A kind of financial product.

Definition:

banking product (from package /Release/Financial Business And Commerce/Functional Entities/FinancialServicesEntities/banking product)

Model-Generated Definition:

A kind of financial product. A valid occurrence satisfies the following necessary condition:

Definition: a product provided to consumers and businesses by a bank or similar depository institution such as a checking account, savings account, certificate of deposit, debit or pre-paid card, or credit card

banking service

Model-Generated Definition:

A kind of financial service. A valid occurrence satisfies the following necessary condition:

Definition: a financial service offered by a bank or similar depository institution, such as a cash management service, foreign exchange service, lending or credit service, investment service, insurance service, merchant service, payroll service, etc.

bankruptcy

Model-Generated Definition:

Definition:

Barrel

Model-Generated Definition:

A kind of Reference Material.

Definition:

base

Model-Generated Definition:

A kind of formula argument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • truncating decimal places at most one occurrence of Whole Number.
  • rounding decimal places at most one occurrence of Whole Number.

Definition: The variable to which an additional Margin amount is added to get the Interest amount.

base metal

Model-Generated Definition:

Definition: Any metal which is not precious.

base metals delivery

Model-Generated Definition:

Definition: Delivery of base metals.

base quantity

Model-Generated Definition:

A kind of quantity kind. A valid occurrence satisfies the following necessary condition:

Definition: a quantity kind in a conventionally chosen subset of a given system of quantities, where no subset quantity can be expressed in terms of the others

base rate

Model-Generated Definition:

Definition: a reference rate that is the base rate set by a central bank for a given currency

base rate authority

Model-Generated Definition:

A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:

Definition: an interest rate authority responsible for setting the base rate for a given currency, typically a central bank

base unit

Model-Generated Definition:

A kind of measurement unit. A valid occurrence satisfies the following necessary condition:

Definition: a measurement unit that is defined by a system of units to be the reference measurement unit for a base quantity

Basis Points

Model-Generated Definition:

A kind of Number and Numeric Ratio.

Definition:

basis swap

Model-Generated Definition:

Definition: a floating-floating interest rate swap under which the floating rate payments are referenced to different bases

basis swap transaction

Model-Generated Definition:

Definition: A swap which exchanges cashflows based on two different interest rates.

basket

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

Definition: a collection of goods, services, or other things (e.g., financial contracts) that can be purchased and sold in some marketplace

basket constituent

Model-Generated Definition:

A kind of constituent and thing in role that can be recognized when an occurrence meets the following condition:

Definition: a component of a basket

basket of credit risks (please review)

Model-Generated Definition:

A kind of basket.

Definition: A basket of securities and / or legal entities, collected for the purpose of identifying risk.

basket of equity indices

Model-Generated Definition:

A kind of market basket. A valid occurrence satisfies the following necessary condition:

Definition: A basket of indices which are all equity-only indices.

basket Of indices constituent

Model-Generated Definition:

A kind of basket constituent. A valid occurrence may have the following properties:

Definition: a single constituent of a basket of indices

basket of securities

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

Definition: a basket of traded securities

basket option strike terms

Model-Generated Definition:

Definition: Formal terms for the exercise of an Equity Basket Option. Further Notes Review 10 Feb: Strike price for Basket depends what is in the basket Single names: can come up with a value for the basket as a whole. Basket of Indices - would be different. Each constituent is an index. Basket that mixes single name as well as indices.

BE-ContactPurpose

Model-Generated Definition:

A kind of classifier.

Definition: A virtual address for communication via phone.

benchmark

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • identified as at least one occurrence of market rate.

Definition: A reference index used to measure fund performance.

beneficial owner

Model-Generated Definition:

A kind of shareholder.

Definition: Entity that enjoys the possession and/or benefits of ownership (such as receipt of income) of a property even though its ownership (title) is in the name of another entity (called a nominee or registered owner). Use of a nominee (who may be an agent, custodian, or a trustee) does not change the position regarding tax reporting and tax liability, and the beneficial-owner remains responsible.

beneficiary

Model-Generated Definition:

Definition:

benefit corporation

Model-Generated Definition:

Definition: a not for profit corporation set up under specific state legislation to provide some stated societal benefit, and with some corresponding relaxation of the obligation to maximize shareholder return

bermuda exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence satisfies the following necessary condition:

  • exercise window at least one occurrence of date period.

Definition: A feature of an option that states it can be exercised at different times during the life of the option. The various times set for exercise are written within the option and allow for flexibility for both the writer and holder of the option.

best bid

Model-Generated Definition:

A kind of bid price and market price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The highest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.

best efforts offering

Model-Generated Definition:

A kind of securities offering.

Definition: a securities offering that is sold on a best efforts, rather than firm commitment, basis, whereby investment bankers commit to doing their best to sell the securities offered, but do not assume the full risk of an underwriter

best of assets plus cash payout commitment

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment to pay out on the best of a number of assets, plus cash.

best offer

Model-Generated Definition:

A kind of market price and offer price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • best offer date time any number of occurrences of Date And Time.

Definition: The lowest bid price for the stock up to the present time. Based on rules defined at the market, that determine how best bid and best offer are determined.

better or worse of assets payout commitment

Model-Generated Definition:

A kind of conditional payout commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment to pay out on the best or worst of a number of assets.

bid ask spread

Model-Generated Definition:

A kind of share price spread. A valid occurrence satisfies the following necessary conditions:

Definition: Spread: Range between Bid and Ask

bid price (from package /Provisional/Market Data/CIV Temporal/FundsTemporal/bid price)

Model-Generated Definition:

A kind of fund price.

Definition:

bid price (from package /Provisional/Market Data/Equity Temporal/EquityPricing/bid price)

Model-Generated Definition:

A kind of quote price. A valid occurrence may have the following properties:

Definition: The price at which a market participant would put out in an order book indicating that they are willing to pay for a given stock.

bijuridicial jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:

Definition: A Jurisdiction in which two or more systems of law are in force.

bill of exchange

Model-Generated Definition:

Definition:

binary payout commitment

Model-Generated Definition:

Definition:

birth certificate

Model-Generated Definition:

A kind of identity document.

Definition: an original document certifying the circumstances of the birth, or a certified copy of or representation of the ensuing registration of that birth

Blue-Sky law

Model-Generated Definition:

A kind of securities regulation. A valid occurrence may have the following properties:

Definition: a kind of securities regulation passed by various states, designed to protect investors against securities fraud by requiring sellers of new issues to register their offerings and provide financial details

board agreement

Model-Generated Definition:

Definition: a formal, legally binding agreement between members of the Board of Directors of the organization

board capacity

Model-Generated Definition:

A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • is governed by any number of occurrences of company law.
  • is conferred on any number of occurrences of Board Member.

Definition: the capacity that resides in the board of directors of a company

Board Member

Model-Generated Definition:

A kind of legally delegated authority and organization member. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a person who is a member of the board of directors of a corporation

board of directors

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has member any number of occurrences of Board Member.
  • has identity any number of occurrences of group.

Definition: Governing body (called the board) of an incorporated firm. Its members (directors) are elected normally by the subscribers (stockholders) of the firm (generally at an annual general meeting or AGM) to govern the firm and look after the subscribers' interests. The board has the ultimate decision-making authority and, in general, is empowered to (1) set the company's policy, objectives, and overall direction, (2) adopt bylaws, (3) name members of the advisory, executive, finance, and other committees, (4) hire, monitor, evaluate, and fire the managing director and senior executives, (5) determine and pay the dividend, and (6) issue additional shares. Though all its members might not be engaged in the company's day-to-day operations, the entire board is held liable (under the doctrine of collective responsibility) for the consequences of the firm's policies, actions, and failures to act. Members of the board usually include senior-most executives (called inside directors or executive directors) as well as experts or respected persons chosen from the wider community (called outside directors or non-executive directors).

body incorporated through agreement

Model-Generated Definition:

A kind of corporation.

Definition: A body with legal personhood, incorporated through some agreement among the principals, and without equity or guarantee instruments which would isolate the principals from liability.

body incorporated with guarantee

Model-Generated Definition:

A kind of corporation. A valid occurrence may have the following properties:

Definition: Incorporated entity without share capital, and in which the liability of its members is limited to the amount each one of them undertakes to contribute at the time the firm is wound up.

body limited by guarantee principals agreement

Model-Generated Definition:

Definition: The formal agreement between the principals of a body limited by guarantee.

body of law

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • incorporates some at least one occurrence of law.

Definition: Some body of law, that is some set of laws, statutes, ordinances and the like.

bond

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A debt security, in which the authorized issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at a later date, termed maturity. It is a formal contract to repay borrowed money with interest at fixed intervals.

bond amortization payment terms

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • periodic amortization amount any number of occurrences of monetary amount.

Definition:

bond bullet principal repayment terms set

Model-Generated Definition:

Definition: Terms for payment of Principal as a single amount of payment of the full Principal.

bond call terms set

Model-Generated Definition:

A kind of debt call terms. A valid occurrence may have the following properties:

Definition: The terms and conditions in which a bond can be redeemed by the issuer prior to its maturity. Usually a premium is paid to the bond owner when the bond is called.

bond continuous call type

Model-Generated Definition:

Definition: Bond may be called at any time

bond coupon

Model-Generated Definition:

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically.

bond coupon interest terms

Model-Generated Definition:

A kind of debt security interest payment terms. A valid occurrence satisfies the following necessary condition:

  • coupon payment currency at least one occurrence of currency.

A valid occurrence may also have the following properties:

  • first coupon date any number of occurrences of date.
  • annual coupon rate any number of occurrences of Percentage.
  • coupon payment frequency any number of occurrences of frequency.
  • special record date any number of occurrences of date.

Definition: Terms for payment of Interest on a Bond. These include terms for determining interest amounts, and terms for dates on which those amounts are to be paid.

bond coupon structure type

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary conditions:

Definition: A set of contractual terms defining the interest payments for a coupon of a bond, beginning with terms describing stepped or conditional coupon structures if these exist.

bond equivalent yield (from package /Provisional/Market Data/Debt Temporal/DebtPricingYields/bond equivalent yield)

Model-Generated Definition:

A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:

Definition: Yield determined on an equivalent basis to the yield of another bond. This is used to be able to realistically compare prices between debt instruments across different markets.

bond equivalent yield (from package /Informative/Derivatives/Rate Derivatives Ext/RateDerivativesExt/bond equivalent yield)

Model-Generated Definition:

Definition:

bond exchange closing price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • trading date any number of occurrences of date.
  • closing price value any number of occurrences of monetary amount.
  • price determination convention notes any number of occurrences of Text.

Definition: The price at close of trading on a given trading day on an exchange.

bond exchange high price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:

  • price determination method at least one occurrence of Text.
  • price is traded at least one occurrence of True Or False.
  • takes account of quote size at least one occurrence of Whole Number.
  • has applicable period at least one occurrence of date period.

Definition: The highest valuation over the period specified.

bond exchange last price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • valuation date and time any number of occurrences of Date And Time.

Definition: The last (or most recent) valuation.

bond exchange low price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence satisfies the following necessary conditions:

  • has applicable period at least one occurrence of date period.
  • price is traded at least one occurrence of True Or False.
  • price determination method at least one occurrence of Text.
  • takes account of quote size at least one occurrence of Whole Number.

Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.

bond exchange opening price

Model-Generated Definition:

A kind of exchange traded bond price. A valid occurrence may have the following properties:

  • opening price method any number of occurrences of Text.

Definition: The value at the beginning of trading or opening of the market.

bond extraordinary redemption

Model-Generated Definition:

A kind of bond principal repayment terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

bond fixed coupon

Model-Generated Definition:

A kind of bond coupon.

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a fixed amount.

bond fixed coupon terms set

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • fixed coupon amount any number of occurrences of Percentage.
  • fixed coupon amount any number of occurrences of Percentage.

Definition: Terms for payment of Interest on a Bond, where this pays a fixed rate of interest.

bond future

Model-Generated Definition:

A kind of interest rate future. A valid occurrence may have the following properties:

  • conversion factor any number of occurrences of Number.

Definition: A future instrument where the underlying is a bond.

bond future standardized terms set

Model-Generated Definition:

A kind of interest rate future standardized terms set. A valid occurrence may have the following properties:

  • conversion factor any number of occurrences of Number.

Definition: A set of standard terms for bond futures contracts, as set out by the derivatives exchange. Bond Futures contracts issued by and traded on that exchange will take on these terms or override them.

bond future underlying

Model-Generated Definition:

A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:

  • identity at least one occurrence of bond.

Definition: The Bond which is the underlying instrument of a Bond Future contract.

bond insurance

Model-Generated Definition:

Definition: Insurance on bond.

bond issuance program

Model-Generated Definition:

A kind of debt issuance program. A valid occurrence satisfies the following necessary condition:

Definition: A series of bond issuances over time.

bond issue information

Model-Generated Definition:

A kind of debt instrument issue information. A valid occurrence may have the following properties:

Definition: Information about the Issuance of a Bond, which is maintained throughout the life of the Security.

bond issue prospectus

Model-Generated Definition:

Definition: The prospectus for the bond issue describes the terms of the issue and each of the instruments included in the bond issue. Term origin:SMER

bond listing

Model-Generated Definition:

A kind of security listing.

Definition:

bond market

Model-Generated Definition:

Definition:

bond maturity registrar

Model-Generated Definition:

Definition: The person or entity responsible for maintaining records on behalf of the issuer that identify the owners of a registered bond issue. The trustee under a bond contract often also acts as registrar.

bond mid price

Model-Generated Definition:

Definition:

bond offer issue

Model-Generated Definition:

A kind of debt offer issue. A valid occurrence satisfies the following necessary condition:

Definition: An Issue of one or more Bonds, as all or part of an Offering of these bonds to the market.

bond offer issue with warrant

Model-Generated Definition:

A kind of bond offer issue. A valid occurrence satisfies the following necessary condition:

Definition: A bond issue where the issue includes a Warrant attached. Further notes: ISO 10962 CFI definition is A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the holder the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price. Review notes: This need not be any specific type of bond. The warrant is used as a sweetener to encourage people to subscribe to a new bond issue. The Bond and the Warrant trade together as a unit (called "Bond Unit").

bond option

Model-Generated Definition:

A kind of debt derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

Definition: An option on a traded futures contract for a Bond. When exercised, the holder exercises the right to buy the future on a Bond, s/he does not exercise the right to buy a bond.

bond option underlying

Model-Generated Definition:

Definition: The underlying on a Bond Option, which is the corresponding Bond Future contract on the same exchange.

bond option underlying transaction

Model-Generated Definition:

A kind of financial securities secondary market transaction and optional underlying transaction. A valid occurrence may have the following properties:

  • underlying bond price any number of occurrences of Percentage.

Definition: A transaction which is defined in a bond option contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying (in this case a bond) as defined in the option contract.

bond pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of Bonds.

bond principal repayment terms set

Model-Generated Definition:

Definition: Terms for the repayment of the Principal on a Bond security.

bond redemption payment

Model-Generated Definition:

A kind of contractually defined numerical parameter and timed parameter. A valid occurrence satisfies the following necessary condition:

Definition:

bond trading context

Model-Generated Definition:

Definition:

bond underlying

Model-Generated Definition:

A kind of debt observable.

Definition:

bond variable coupon

Model-Generated Definition:

A kind of bond coupon. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

bond variable coupon terms set

Model-Generated Definition:

A kind of bond coupon interest terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

bond with mandatory sinking fund

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

Definition: Bonds where the amortizing is via a sinking fund the details of which are mandated in the terms of the bond itself.

bond with partial call

Model-Generated Definition:

A kind of callable bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond with a feature whereby the issue can be partially called for amounts that are at the discretion of the issuer.

bond with published sinking fund

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence may have the following properties:

Definition: Bonds where the amortizing is via a known and published schedule.

bond with warrant

Model-Generated Definition:

A kind of bond.

Definition: A bond issue where the issue includes a Warrant attached. This need not be any specific type of bond.

borrower (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/borrower)

Model-Generated Definition:

A kind of contract party and debtor. A valid occurrence satisfies the following necessary conditions:

Definition: a party to a debt instrument that is obligated to repay the amount borrowed (principal) with interest and other fees according to the terms of the instrument

borrower (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/borrower)

Model-Generated Definition:

A kind of debtor. A valid occurrence satisfies the following necessary condition:

Definition:

borrower data protection requirement (please review)

Model-Generated Definition:

A kind of data protection requirement (please review). A valid occurrence satisfies the following necessary condition:

Definition:

borrower disclosure requirement (please review)

Model-Generated Definition:

A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:

Definition:

borrower monthly income

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

  • has party in role at least one occurrence of borrower.

Definition: total monthly qualifying income of the potential borrower

borrower ongoing dated facts (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Ongoing information about the borrower.

borrower right (please review)

Model-Generated Definition:

Definition:

borrowing capacity

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

  • has available amount any number of occurrences of monetary amount.
  • applies to any number of occurrences of legal person.
  • has date any number of occurrences of date.

Definition: an amount of money that an individual or organization can borrow

branch

Model-Generated Definition:

Definition: A part of a business organization or company, identified as a branch.

branch of government

Model-Generated Definition:

A kind of government body.

Definition: a division of the government of a state, with separate and independent powers and areas of responsibility so that the powers of one branch are not in conflict with the powers associated with the other branches

brand name

Model-Generated Definition:

A kind of name.

Definition: A name with or without some strong image (usually legally defined), which identifies an organization or some part of product or service thereof.

bricks and mortar holding

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:

  • takes form of at least one occurrence of real estate.

Definition: A holding of built property.

bridging loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

brokerage account

Model-Generated Definition:

A kind of investment account. A valid occurrence satisfies the following necessary conditions:

Definition: an account offered by a broker that allows the investor to deposit funds and place investment orders

brokerage firm

Model-Generated Definition:

Definition: a firm in the business of buying and selling securities, operating as both a broker and a dealer, depending on the transaction

build america bond

Model-Generated Definition:

A kind of municipal bond.

Definition: Taxable municipal securities issued through December 31, 2010 under the American Recovery and Reinvestment Act of 2009 (ARRA). BABs may be direct pay subsidy bonds or tax credit bonds.

building

Model-Generated Definition:

A kind of built property. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A discrete construction on its own foundations or pilings.

building sub unit

Model-Generated Definition:

A kind of built property.

Definition: A discrete subdivision of some Building.

building sub unit address fragment

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • address fragment any number of occurrences of Text.

Definition:

built property

Model-Generated Definition:

A kind of discrete physical thing. A valid occurrence satisfies the following necessary condition:

Definition: Something which is constructed via construction methods; bricks and mortar.

bulldog market

Model-Generated Definition:

Definition: As for Yankee bond market but in UK instead of the US.

bullet bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond where the principal is paid off in a single payment on the scheduled maturity date.

bullet redemption payment

Model-Generated Definition:

A kind of bond redemption payment. A valid occurrence satisfies the following necessary condition:

Definition:

bullion

Model-Generated Definition:

A kind of negotiable commodity. A valid occurrence may have the following properties:

Definition: Any precious metal.

bullion measurement unit

Model-Generated Definition:

A kind of unit of mass.

Definition: Units in which bullion may be measured.

bullion physical delivery

Model-Generated Definition:

A kind of commodity physical delivery. A valid occurrence may have the following properties:

  • total physical quantity any number of occurrences of Number.
  • is delivery of bullion type any number of occurrences of BullionTypeSelection.

Definition: Delivery of any precious metal.

BullionTypeSelection

Model-Generated Definition:

Definition: A type of bullion i.e. a metal which will be defined as a bullion commodity.

bundle of resources

Model-Generated Definition:

A kind of economic resource.

Definition:

business

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • is characterized by at least one occurrence of commercial activity.
  • has commercial identity at least one occurrence of brand name.
  • has commercial identity at least one occurrence of brand name.

Definition:

  • An organization or economic system where goods and services are exchanged for one another or for money. Every business requires some form of investment and enough customers to whom its output can be sold on a consistent basis in order to make a profit. Businesses can be privately owned, not-for-profit or state-owned. An example of a corporate business is PepsiCo, while a mom-and-pop catering business is a private enterprise.
  • Some entity set up for the purposes of carrying out some commercial activities for profit.

business agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An agent which is capable of causing some business event or providing some service in a business context.

business agent context

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A business process, work stream or other business area, in which various processes, actors, activities and so on are combined to achieve some business goal.

business calendar code

Model-Generated Definition:

A kind of schematic code.

Definition: The Calendar for a particular business center, which defines what are the working days in that center.

business calendar scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

Definition:

business center

Model-Generated Definition:

A kind of municipality.

Definition: a municipality where business is conducted, especially one that is considered a financial center

business day

Model-Generated Definition:

A kind of calendar temporal unit. A valid occurrence satisfies the following necessary condition:

Definition: A working day as defined in the Business Calendar for a particular business center.

business day adjustment

Model-Generated Definition:

A kind of convention. A valid occurrence satisfies the following necessary conditions:

Definition: a convention that specifies what happens when a date falls on a day that is a weekend or a holiday in some business center

business day convention (from package /Informative/Foundations/Time/Time/business day convention)

Model-Generated Definition:

A kind of convention.

Definition:

business day convention (from package /Release/Foundations/Dates And Times/BusinessDates/business day convention)

Model-Generated Definition:

A kind of convention.

Definition: a convention that enumerates the possible ways to handle a date that falls on a weekend or holiday

business day type

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes only business days.

business entity

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • holds any number of occurrences of license.

Definition: an entity that is formed and administered as per commercial law in order to engage in business activities

business function referent

Model-Generated Definition:

A kind of synechdocal thing. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • implements policy any number of occurrences of policy.
  • pursues policy any number of occurrences of policy.

Definition:

business goal

Model-Generated Definition:

A kind of goal.

Definition: A Goal is a state or condition of the enterprise to be brought about or sustained through appropriate Means.

business license

Model-Generated Definition:

A kind of license. A valid occurrence satisfies the following necessary conditions:

Definition: a license that allows the holder to conduct business or carry out a specific profession within some jurisdiction for some period of time

business objective

Model-Generated Definition:

A kind of objective.

Definition: an objective that reflects the strategic goals and direction of a business

business recurrence interval

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary condition:

Definition: a recurrence interval that is specified using a business recurrence interval convention

business recurrence interval convention

Model-Generated Definition:

A kind of convention.

Definition: a convention for modeling recurring days, such as the end of the month, a particular day of the month, a day of the week, or more specifically, a t-bill auction date

business registration authority

Model-Generated Definition:

A kind of registration authority. A valid occurrence satisfies the following necessary conditions:

Definition: a governmental registration authority that is responsible for maintaining a registry of business entities for a particular jurisdiction

business registry

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

Definition: a registry for registering and maintaining information about business entities for a particular jurisdiction

business registry entry

Model-Generated Definition:

A kind of registry entry.

Definition: an entry in a business registry

business site

Model-Generated Definition:

A kind of physical site. A valid occurrence may have the following properties:

Definition: An address from which a business entity carries out its business, such as a shop or offices. This is the address which is generally shown on advertising by that company.

business strategy

Model-Generated Definition:

A kind of strategy. A valid occurrence satisfies the following necessary condition:

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific business goal.

buyer

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • buys at least one occurrence of product.

A valid occurrence may also have the following properties:

  • buys from any number of occurrences of seller.

Definition: a party that acquires, or agrees to acquire, ownership (in case of goods), or benefit or usage (in case of services), in exchange for money or other consideration under a contract of sale

bylaw

Model-Generated Definition:

A kind of law.

Definition: Corporate bylaws are typically called Articles of Association in the United Kingdom, or Articles of Incorporation in the United States. In government usage, the term bylaws is used to describe laws, orders, regulations, rules, etc., made by a ministry, local authority (a municipality, for example), or public corporation, in accordance with the powers conferred by or delegated under a statue (called the parent act).

C
c b o deal

Model-Generated Definition:

Definition: An issue of Collateralized Bond Obligation notes.

c b o instrument

Model-Generated Definition:

A kind of cash c d o tranche.

Definition: A multitranche debt structure similar in some respects to a collateralized mortgage obligation (CMO) structure. Typically low-rated bonds rather than mortgages serve as the collateral. The organization creating and promoting the structure usually holds the underlying equity and may also collect a fee.

c d o cashflow treatment structure

Model-Generated Definition:

A kind of method.

Definition: The way in which cash flows are handled in a CDO.

c d o deal

Model-Generated Definition:

A kind of collateralized obligation deal. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An Issue of a set of CDO tranches as part of an offering to the market.

c d o issuing party

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

  • described as at least one occurrence of debt s p v.

Definition: The party which issues the CDO on behalf of the sponsor. This is identified as being a Special Purpose Vehicle (SPV) set up specifically to issue the CDO. A CDO has a sponsoring organization, which establishes a special purpose vehicle to hold collateral and issue securities. Sponsors can include banks, other financial institutions or investment managers, as described below. Expenses associated with running the special purpose vehicle are subtracted from cash flows to investors. Often, the sponsoring organization retains the most subordinate equity tranch of a CDO.

c d o management style

Model-Generated Definition:

A kind of method.

Definition: The manner in which reference assets are managed during the life of a CDO.

c d o note

Model-Generated Definition:

A kind of structured finance instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Collateralized Debt Obligation. This is a type of asset-backed security and is constructed from a portfolio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to raise funds that are invested in a portfolio of those fixed income assets, held by the SPV as collateral for the notes. Further notes: Collateralized Debt Obligation, for example, ABS CDO which consists of a portfolio of different ABS bonds, and the payments to the holders of these trust certificates are derived from the cash flows of the ABS bonds. This CDO instrument is part of a CDO issue, consisting of individual CDO instruments of a given seniority. Often referred to as tranches and slices (Investopedia). Investopedia: Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique in that they represent different types of debt and credit risk. In the case of CDOs, these different types of debt are often referred to as 'tranches' or 'slices'. Each slice has a different maturity and risk associated with it. The higher the risk, the more the CDO pays. Further details: Collateralized Debt obligations are securitized interests in pools of - generally non-mortgage - assets. Assets - called collateral - usually comprise loans or debt instruments. A CDO may be called a collateralized loan obligation (CLO) or collateralized bond obligation (CBO) if it holds only loans or bonds, respectively. Investors bear the credit risk of the collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk characteristics.

c d o origination objective

Model-Generated Definition:

A kind of objective.

Definition: The origin or motivation behind a CDO issue.

c d o pool

Model-Generated Definition:

Definition: A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments.

c d o portfolio

Model-Generated Definition:

A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:

Definition: A portfolio in which the reference assets of the CDO are held.

c d o portfolio manager

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: The portfolio manager for a managed CDO or arbitrage CDO (also called an asset manager). This assumes that the role is the same in both cases.

c d o portfolio trustee

Model-Generated Definition:

A kind of trustee.

Definition:

c d o reference obligation

Model-Generated Definition:

A kind of c d s reference obligation. A valid occurrence satisfies the following necessary condition:

Definition: A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.

c d o squared deal

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

  • has underlying pool at least one occurrence of c d o pool.

Definition: An issue of CDO Squared notes.

c d o squared instrument

Model-Generated Definition:

A kind of c d o note.

Definition: CDOs where the underlying asset pool is CDOs.

c d s cash settlement

Model-Generated Definition:

A kind of c d s contingent delivery terms. A valid occurrence may have the following properties:

Definition:

c d s cash settlement dealer

Model-Generated Definition:

Definition: A party from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement of a CDS.

c d s cash settlement quotation method

Model-Generated Definition:

A kind of method.

Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank. Further notes: For example, Bid, Offer or Mid-market. FpML Definition: The specification of the type of quotation rate to be obtained from each cash settlement reference bank.

c d s cash settlement valuation method

Model-Generated Definition:

A kind of method.

Definition: The defined methodology for determining the final price of the reference obligation for purposes of cash settlement. FpML: The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

c d s contingent delivery commitment

Model-Generated Definition:

Definition:

c d s contingent delivery side

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.

c d s contingent delivery terms

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The settlement of a CDS deal in the event that the events specified in the Contingent Leg of the deal take place.

c d s contingent settlement commitment

Model-Generated Definition:

Definition:

c d s contingent transaction

Model-Generated Definition:

A kind of financial securities secondary market transaction. A valid occurrence satisfies the following necessary conditions:

Definition: The transaction which takes place in the event that the specified Credit Event in a Credit default Swap takes place. Deifnition Origin:SMER

c d s contingent transaction settlement

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary condition:

Definition: Settlement for the transaction agreed in the CDS, which takes place if the Credit Event takes place. This is the payment as agreed by the Protection Seller, who becomes the buyer of the Deliverable Obligation. Deifnition Origin:SMER

c d s credit event

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary conditions:

Definition:

c d s credit event reference

Model-Generated Definition:

Definition:

c d s fee leg stream

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Terms defining the fee leg in a CDS contract

c d s fee payment commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The commitment in a Credit Default Swap, to pay the fee or fees for the credit protection.

c d s fee payment schedule specification

Model-Generated Definition:

Definition: A schedule expressing payment events and dates.

c d s party

Model-Generated Definition:

A kind of swap party. A valid occurrence satisfies the following necessary condition:

Definition: Either party to a Credit Default Swap contract.

c d s periodic payment schedule

Model-Generated Definition:

A kind of schedule.

Definition: The schedule of fixed amounts to be paid on specified payment dates.

c d s physical settlement

Model-Generated Definition:

A kind of c d s contingent delivery terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Physical settlement is where you deliver the reference obligation (e.g.a bond) itself. Deifnition Origin:SMER

c d s reference entity

Model-Generated Definition:

A kind of c d s credit event reference. A valid occurrence satisfies the following necessary condition:

Definition: The legal entity on which the protection buyer is buying or selling protection and any successor that assumes all or substantially all of its contractual and other obligations. This is the legal entity to which a Credit Event refers, if the event is defined in relation to some legal entity.

c d s reference obligation

Model-Generated Definition:

Definition: The underlying obligation against which the CDS provides credit protection. The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference entity. It serves to clarify the precise reference entity protection is being offered upon, and its legal position with regard to other related firms (parents/subsidiaries).

c f d holder

Model-Generated Definition:

Definition:

c f d issuer

Model-Generated Definition:

Definition: A party which issues or is the counterparty to a Contract For Difference.

c l o

Model-Generated Definition:

A kind of collateralized obligation instrument. A valid occurrence satisfies the following necessary condition:

  • is pool of at least one occurrence of loan pool.

Definition:

c l o deal

Model-Generated Definition:

Definition: An issue of Collateralized Loan Obligations.

c m o deal

Model-Generated Definition:

Definition: An issue of Collateralized mortgaged Obligations.

c p typical duration description

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

  • has calendar denomination at least one occurrence of calendar day.

A valid occurrence may also have the following properties:

Definition: The formal description of the typical period of time which is the mayturity of a Commercial Paper instrument.

calculated date (from package /Informative/Foundations/Time/Time/calculated date)

Model-Generated Definition:

A kind of determined date.

Definition: A Date which is calculated according to some defined formula or calculation method. The results of such calculation are not known in the present, e.g. one or more parameters for the calculation are not yet known.

calculated date (from package /Release/Foundations/Dates And Times/FinancialDates/calculated date)

Model-Generated Definition:

A kind of date. A valid occurrence may have the following properties:

Definition: a date that is or will be calculated in some way

calculated date offset

Model-Generated Definition:

Definition:

calculated payout commitment

Model-Generated Definition:

Definition:

calculated price

Model-Generated Definition:

A kind of monetary price. A valid occurrence satisfies the following necessary condition:

Definition: a monetary price determined by a formula

calculated time offset

Model-Generated Definition:

A kind of determined temporal thing and time offset. A valid occurrence satisfies the following necessary condition:

Definition:

calculation agent

Model-Generated Definition:

Definition: The entity which carries out the valuation of an underlying asset, or from which the valuation of the underlying is to be taken.

calculation agent adjustment method

Model-Generated Definition:

Definition: The calculation agent has the right to adjust the terms following a corporate event

calculation formula

Model-Generated Definition:

A kind of formula.

Definition: a mathematical formula that transforms one or more inputs into an amount or number of something

calculation period

Model-Generated Definition:

A kind of date period. A valid occurrence may have the following properties:

Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period

calculation period length

Model-Generated Definition:

A kind of explicit duration.

Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction

Calendar Date

Model-Generated Definition:

A kind of Point In Time. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of date.

A valid occurrence may also have the following properties:

  • hasValue any number of occurrences of date.

Definition:

calendar day

Model-Generated Definition:

Definition: A day. This is the time it takes the Sun to orbit the Earth, without any additional qualifications or rules applied.

calendar day type (from package /Informative/Foundations/Time/Time/calendar day type)

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes all calendar days.

calendar day type (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/calendar day type)

Model-Generated Definition:

Definition: Calendar is defined in terms of either a Calendar Day or a Business Day.

calendar period

Model-Generated Definition:

A kind of time interval.

Definition: an enumeration that indicates whether a CalendarSpecifiedDate is figured with respect to a calendar week, a calendar month, a calendar quarter, or a calendar year

calendar specified interval

Model-Generated Definition:

A kind of recurrence interval. A valid occurrence satisfies the following necessary conditions:

Definition: a RecurrenceInterval that is specified as the nth day of some CalendarPeriod (such as a calendar month), and a TimeDirection (forward from the beginning of the month, or backwards from the end).

The nth day is an ordinal number, not a cardinal number. '1' means the first day of the calendar period.

calendar temporal unit

Model-Generated Definition:

A kind of temporal unit.

Definition: A Temporal Unit (measure of time) which is to be found in a regular calendar, i.e. a day, month etc., as distinct from units with additional parameters such as business days.

call date

Model-Generated Definition:

Definition: Date on which the instrument may be called.

call event

Model-Generated Definition:

A kind of occurrence kind.

Definition: an event associated with the call schedule for a debt instrument

call feature

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:

Definition: a redemption provision defining the schedule and price of redemption prior to maturity

call notification provision

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:

  • has date period any number of occurrences of call window.

Definition: a provision of a call feature defining notification requirements

call of issue

Model-Generated Definition:

A kind of redemption event. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • call price any number of occurrences of Percentage.

Definition: The calling back of an Issue of a Traded Security by the Issuer.

call option buyer

Model-Generated Definition:

A kind of option buyer.

Definition: The Party which is the buyer of the Call Option. This party has the option but not the obligation to transact as the Buyer of the Option Underlying.

call option contract

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

Definition: Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation of delivering the assets specified should the buyer exercise his option.

call option type

Model-Generated Definition:

A kind of option type.

Definition:

call option writing party

Model-Generated Definition:

Definition: The Party which is the writer of the Call Option. This party has the obligation to transact as the Seller of the Option Underlying.

call premium

Model-Generated Definition:

A kind of monetary price.

Definition: an amount over par that an issuer must pay an investor to redeem the security early

call price

Model-Generated Definition:

A kind of monetary price.

Definition: a price at which a debt instrument with a call feature may be redeemed by the issuer

call schedule (from package /Provisional/Securities/Debt/Bonds/BondsCashflowTerms/call schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence may have the following properties:

Definition: The list of dates on which a fixed-income security can be redeemed prior to maturity by the issuer; also includes the corresponding call prices.

call schedule (from package /Release/Securities/Debt/DebtInstruments/call schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule that defines the events associated with the call feature of a debt instrument, i.e, the dates on which the debt instrument may be called (recalled) at what price by the issuer

call schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and call schedule. A valid occurrence satisfies the following necessary condition:

  • schedules possible event at least one occurrence of call of issue.

Definition: Schedule of dates on which a Traded Security can be Called (recalled) by the Issuer.

call type

Model-Generated Definition:

A kind of method.

Definition: Way in which a call will be executed, which is by Lottery or Pro-Rata.

call window

Model-Generated Definition:

A kind of date period.

Definition: an explicit period of time prior to a call date during which an issuer or agent must give notice to holders

callable bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond with call provisions, or callable bond, is a bond that can be redeemed by the issuer prior to its maturity.

callable convertible bond

Model-Generated Definition:

A kind of callable bond and convertible bond. A valid occurrence satisfies the following necessary condition:

Definition: A Convertible Bond which is also callable.

Canadian consumer price index

Model-Generated Definition:

A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing a measure of changes over time in the prices of a fixed basket of consumer goods and services that Canadian private households consume

Canadian Dollar Offered Rate

Model-Generated Definition:

Definition: a daily interbank offered rate based on the trimmed arithmetic average of the rates at which CDOR submitters would be willing to lend funds for specific terms-to-maturity against the primary market issuance of Banker's Acceptances to clients with existing credit facilities that reference CDOR (i.e. bid-side rates of the primary BA market)

Canadian households consumers universe

Model-Generated Definition:

A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:

  • has member at least one occurrence of consumer.
  • has context at least one occurrence of household.

Definition: a statistical universe consisting of all private households in Canada, with the exception of soldiers on military bases, people living on First Nations reserves, institutionalized persons, and households living in the rural areas of the three northern territories

Canadian producer price index

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary condition:

Definition: an economic indicator representing a measure of the change over time in the prices of a fixed-basket of domestic producer goods and services

canary exercise convention

Model-Generated Definition:

Definition:

canon law system

Model-Generated Definition:

Definition: The body of laws & regulations made or adopted by ecclesiastical authority, for the government of the Christian organization and its members.

cap determination

Model-Generated Definition:

Definition:

cap loan

Model-Generated Definition:

A kind of loan contract.

Definition:

cap or floor determination

Model-Generated Definition:

A kind of method.

Definition: Whether a given thing is treated as a Cap (something goes no higher than this amount) or as a Floor (something goes no lower than this).

capability (from package /Release/Foundations/Places/Facilities/capability)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • involves at least one occurrence of facility.

Definition: A capability represents the ability to perform a particular type of work and may involve people with particular skills and knowledge, intellectual property, defined practices, operating facilities, tools and equipment.

capability (from package /Informative/Foundations/Social Constructs/SocialConstructs/capability)

Model-Generated Definition:

Definition: The ability of a thing to do or have done to it

capacity

Model-Generated Definition:

A kind of ability and right.

Definition: The right to do a thing along with the actual e.g. physical ability to do that thing.

capital

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: financial capital, which represents obligations, and is liquidated as money for trade, and owned by legal entities

capital productivity, based on value added

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of value added to a quantity index of capital input

capital surplus

Model-Generated Definition:

A kind of equity.

Definition: Capital surplus is that amount which a firm raises in excess of the par value (nominal value) of the shares (common stock).

capital-labor multifactor productivity (MFP), based on value added

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of value added to a quantity index of combined labor and capital input

capital-labor-energy-materials multifactor productivity

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of gross output to a quantity index of combined inputs

cash

Model-Generated Definition:

Definition: Something that is widely accepted in payment for goods and services and in settling debts.

cash a b s pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of cash ABS instruments.

cash asset backed security instrument

Model-Generated Definition:

A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An asset-backed security is a type of bond or note that is based on pools of assets, or collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled to make otherwise minor and uneconomical investments worthwhile, while also reducing risk by diversifying the underlying assets.

cash balance

Model-Generated Definition:

A kind of ledger balance. A valid occurrence satisfies the following necessary conditions:

Definition: A balance of cash. This is identified as an amount of cash which is denominated with a currency.

cash c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: A CDO which has an uderlying portfolio of assets which are held by the issuer.

cash c d o tranche

Model-Generated Definition:

A kind of c d o note and cash structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

cash call option

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Option to purchase cash at an agreed rate on an agreed date.

cash closeout

Model-Generated Definition:

A kind of forward delivery terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Closeout of the contract in the form of the cash equivalent of the asset or commodity rather than the underlying asset or commodity itself.

cash currency

Model-Generated Definition:

A kind of promissory note. A valid occurrence satisfies the following necessary condition:

Definition: Money in the form of promissory notes issued by some central bank.

cash delivery commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: commitment to deliver cash at the earliest available date as per settlement convention

cash instrument

Model-Generated Definition:

Definition: a financial instrument whose value is ascertained directly by markets and that can be converted into cash quickly with minimal impact on the price received

cash issuer

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • has issuer identity at least one occurrence of central bank.

Definition: The issuer and underwriter of cash. This takes the form of some Central Bank.

cash or nothing payout commitment

Model-Generated Definition:

Definition: A commitment to pay out on a binary option, as cash or nothing.

cash out status

Model-Generated Definition:

A kind of classifier.

Definition: A category indicating the extent to which funds are released to the borrower on a new loan origination that is refinancing an existing loan. Subject to lender and/or investor policy(s).

cash put option

Model-Generated Definition:

Definition: Option to sell cash at an agreed rate on an agreed date.

cash securities delivery

Model-Generated Definition:

Definition: Delivery of a security in cash

cash settled forward contract

Model-Generated Definition:

A kind of commodity forward contract. A valid occurrence satisfies the following necessary condition:

Definition:

cash structured finance instrument

Model-Generated Definition:

A kind of bond and structured finance instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A structured finance instrument with a real asset underlying.

cash structured finance instrument pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of cash structured finance instruments.

cash structured finance instrument price

Model-Generated Definition:

A kind of debt security price.

Definition: When the price is above a certain level (70), you get a quote in reference to an index e.g. LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$

cashflow c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: A cash-flow CDO is analogous to a CMO. Cash flows from collateral are used to pay principal and interest to investors. If such cash flows prove inadequate, principal and interest is paid to tranches according to seniority. At any point in time, all immediate obligations to a given tranch are met before any payments are made to less senior tranches.

cashflow commitment

Model-Generated Definition:

Definition: A legal or contractual commitment to some cash flows in the future.

cashflow expression (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow expression)

Model-Generated Definition:

A kind of expression.

Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula

cashflow expression (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow expression)

Model-Generated Definition:

A kind of expression.

Definition: an expression that specifies a calculation of a cash flow as a component of a cashflow formula

cashflow formula (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow formula)

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: a formula for determining cashflows for a derivative instrument

cashflow formula (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow formula)

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: a formula for determining cashflows for a derivative instrument

cashflow structure

Model-Generated Definition:

Definition:

cashflow terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesCashflowTerms/cashflow terms)

Model-Generated Definition:

A kind of contract terms set. A valid occurrence satisfies the following necessary condition:

Definition: a set of terms setting out a cashflow structure of payments to be delivered by one party to a contract

cashflow terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/cashflow terms)

Model-Generated Definition:

Definition: terms setting out a cashflow structure of payments committed to by one party to a contract

CashflowTermsSet

Model-Generated Definition:

Definition:

catalog

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary condition:

  • characterizes at least one occurrence of product.

A valid occurrence may also have the following properties:

  • is identified by any number of occurrences of identifier.

Definition: a list of goods and/or services available for sale with their description and possibly prices, published as a printed or electronic document (e-catalog)

CDOTrancheSenioritySelection

Model-Generated Definition:

Definition: The seniority of a tranche of a CDO issue.

central bank

Model-Generated Definition:

A kind of Bank and monetary authority. A valid occurrence may have the following properties:

Definition: a financial institution that is the monetary authority and major regulatory bank for a country (or group of countries)

central counterparty clearing house

Model-Generated Definition:

A kind of clearing house.

Definition: a clearing house that helps facilitate trading in derivatives and equities markets

central securities depository

Model-Generated Definition:

Definition: a functional entity that provides a central point for depositing financial instruments ('securities'), for example bonds and shares

certificate

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

Definition: Some formal written document prepared by some party which is typically regarded as an authority in the subject matter, setting out some formal position in respect of some other party, which may be used by that party as a point of reference about that subject matter to the world at large.

certificate of deposit

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

  • has value at issue at least one occurrence of par value.
  • has value at maturity at least one occurrence of par value.

Definition: A certificate of deposit (CD) is a money market instrument issued by a depository institution as evidence of a time deposit.

certificate of obligation

Model-Generated Definition:

A kind of municipal security.

Definition: A Certificate of Obligation is a form of debt available to governing councils in case of emergency – a God-created catastrophe – that needs immediate action without time for voter referendum. For example, when a hurricane destroys the police and emergency services building, there is no time to go through the process of voter referendum. The local council must be able to borrow the money to set up provisional buildings and necessary equipment for police and emergency services so that the community is served in continuity.

certificate of participation

Model-Generated Definition:

A kind of municipal security.

Definition: An instrument evidencing a pro rata share in a specific pledged revenue stream, usually lease payments by the issuer that are typically subject to annual appropriation. The certificate generally entitles the holder to receive a share, or participation, in the payments from a particular project. The payments are passed through the lessor to the certificate holders. The lessor typically assigns the lease and the payments to a trustee, which then distributes the payments to the certificate holders.

Charge

Model-Generated Definition:

A kind of Dimension.

Definition:

charge cateogry

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating what a charge is for (e.g. closing costs, interest)

ChargeCategory

Model-Generated Definition:

A kind of classifier.

Definition: A specific indicator of what a charge is for (e.g. closing costs, interest)

chartered legal person

Model-Generated Definition:

A kind of juridical person.

Definition: a legal person created by a royal charter or decree

chief executive officer

Model-Generated Definition:

Definition: Top executive responsible for a firm's overall operations and performance. He or she is the leader of the firm, serves as the main link between the board of directors (the board) and the firm's various parts or levels, and is held solely responsible for the firm's success or failure. One of the major duties of a CEO is to maintain and implement corporate policy, as established by the board. Also called President or managing director, he or she may also be the chairman (or chairperson) of the board.

chief financial officer

Model-Generated Definition:

A kind of corporate officer and executive.

Definition: Senior-most executive responsible for financial control and planning of a firm or project. He or she is in charge of all accounting functions including (1) credit control, (2) preparing budgets and financial statements, (3) coordinating financing and fund raising, (4) monitoring expenditure and liquidity, (5) managing investment and taxation issues, (6) reporting financial performance to the board, and (7) providing timely financial data to the CEO. Also called chief finance officer, comptroller, controller, or finance controller.

chooser option contract

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

Definition:

city

Model-Generated Definition:

A kind of municipal area. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • official name at most one occurrence of Text.

Definition: An urban center defined as a geopolitical entity, that is one coming under one or more specific adminstrations

civil law

Model-Generated Definition:

A kind of common law.

Definition: The branch of the law dealing with disputes between individuals or organizations, in which compensation may be awarded to the victim.

civil law jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a civil law jurisdiction

civil law system

Model-Generated Definition:

A kind of legal system. A valid occurrence satisfies the following necessary condition:

Definition: a legal system originating in Europe, intellectualized within the framework of late Roman law, and whose most prevalent feature is that its core principles are codified into a referable system which serves as the primary source of law

civilian

Model-Generated Definition:

Definition: a person that is not a member of the military (i.e., that is not on active duty)

civilian labor force

Model-Generated Definition:

Definition: a subset of the civilian, non-institutional population considered to be part of the labor force during a given reporting period

civilian labor force participation rate

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing the rate of participation the labor force of a given economy for some specified period

civilian non-institutional population

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary conditions:

  • has member one to zero occurrences of any type.
  • has member one to zero occurrences of any type.

Definition: a statistical universe consisting of people of a certain age who reside in a given region, do not live in institutions (for example, correctional facilities, long-term care hospitals, and nursing homes), and are not on active military duty

claim

Model-Generated Definition:

A kind of legal construct. A valid occurrence satisfies the following necessary condition:

  • is aspect of at least one occurrence of commitment.

A valid occurrence may also have the following properties:

Definition: A claim by one party on another, which arises from the existence of a Commitment agreed upon between those parties or as implicitly agreed upon through the operation of Law or Constitution.

classification

Model-Generated Definition:

A kind of schematic code. A valid occurrence may have the following properties:

  • classifies red any number of occurrences of any type.

Definition: Some Classification of some Thing to identify what type of Thing it is (usually within a particular class of Things such as financial securities or organisations).

classification scheme (from package /Release/Foundations/Arrangements/ClassificationSchemes/classification scheme)

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

  • defines any number of occurrences of classifier.

Definition: a system for allocating classifiers (elements in a classification scheme) to objects, similar to identifiers in some cases; such classification schemes are intended to permit the classification of arbitrary objects into hierarchies (or partial orders)

classification scheme (from package /Informative/Foundations/Information/Schemes/classification scheme)

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

Definition: The Scheme defining how the Classification is determined. This may be a URI or some other unique identification of the Scheme.

classifier

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

Definition: a standardized classification or delineation for something, per some scheme for such delineation, within a specified context

claw back call

Model-Generated Definition:

A kind of entire call.

Definition:

clean price

Model-Generated Definition:

A kind of debt security price.

Definition: A bond or debt instrument price that does not include accrued interest.

clearing bank

Model-Generated Definition:

Definition: a commercial bank that facilitates payment and settlement of financial transactions, such as check clearing or facilitating trades between the sellers and buyers of securities or other financial instruments or contracts

clearing corporation

Model-Generated Definition:

A kind of clearing house. A valid occurrence satisfies the following necessary condition:

Definition: a clearing house that is organized as a corporation

clearing house

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: a financial service provider that is exchange affiliated and provides clearing services, including the validation, delivery, and settlement of financial transactions, for financial intermediaries

clearing participant

Model-Generated Definition:

A kind of trading participant.

Definition: People who are members of the exchange who are allowed to clear the trades. There are various categories of entities which are participating in this full process: FTrading Member Clearing Member Entity which does both for itself (not professionally carrying out the clearing for other

clearing service

Model-Generated Definition:

A kind of financial service.

Definition: a service provided to financial institutions including the validation, delivery, and settlement of financial transactions

client

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party that purchases professional services from, or has a formal relationship to purchase services from another party

client identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of client.

Definition: an identifier for a client

close time

Model-Generated Definition:

A kind of valuation time type.

Definition:

closed end loan contract

Model-Generated Definition:

A kind of debt instrument and loan contract. A valid occurrence satisfies the following necessary condition:

Definition: A LoanContract that has an amount borrowed for a fixed amount of time, and is not considered open ended. Adapted from 2015 Revised HMDA reg.

closing price determination method

Model-Generated Definition:

Definition: The way in which a price is determined, usually by an exchange or trading venue, for example when publishing a closing price.

club

Model-Generated Definition:

Definition: An informal organization formed to pursue some common interest among its members

COCO bondholder

Model-Generated Definition:

Definition: Holder of bank bonds which convert to equity holdings in a bank.

code element

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

  • denotes exactly one occurrence of any type.
  • denotes exactly one occurrence of Annotation Property Holder.
  • denotes exactly one occurrence of any type.
  • is member of exactly one occurrence of code set.

Definition: a sequence of characters, capable of identifying that with which it is associated for some purpose, within a specified context, i.e., a code set, according to a pre-established set of rules

code set

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

Definition: A system of valid symbols that substitute for specified values, e.g., alpha, numeric, symbols and/or combinations

Coherent Derived Unit

Model-Generated Definition:

A kind of derived unit.

Definition:

Coherent System Of Units

Model-Generated Definition:

A kind of system of units.

Definition:

coinage

Model-Generated Definition:

A kind of continuous physical stuff. A valid occurrence may have the following properties:

  • denomination any number of occurrences of currency.

Definition: Money in the form of coins minted by some authorized mint.

collateral (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/collateral)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • takes form at least one occurrence of asset.

Definition: Assets pledged in the provision of debt or loan products or securities.

collateral (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/collateral)

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

  • is collateralization of any number of occurrences of any type.

Definition: an asset offered as security, pledged as an inducement to another party, to lend money, extend credit, or provision securities

collateral dated facts (please review)

Model-Generated Definition:

A kind of security interest dated facts (please review). A valid occurrence satisfies the following necessary condition:

Definition: What information is kept about different kinds of asset? Example: HJouse: Building structure, the land (these are non date facts), quality of the title. If car, information, identify (registration, VIN etc.); insurance and so on. Insurance is a dated fact. If a car is collateral., you would collect updated information on an ongoing basis. this happens though registering an interest in the vehicle. Insurance companies undertake not to cancel insutrance without notifying lender if there is a lein. so they regfister an interest in a motor vehicle. so some of this event driven, some is dated, some is static. Also: Flood plain risk, flood insurance on the asset.

collateral provider (please review)

Model-Generated Definition:

Definition: Party which provides collateral for the Loan.

collateralized debt

Model-Generated Definition:

A kind of publicly issued debt. A valid occurrence satisfies the following necessary condition:

Definition: Debt issued under some Security, with some Collateral.

collateralized guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

  • takes form of collateral at least one occurrence of collateral.

Definition: Guaranty which takes the form of some Collateral. e.g. if a Security is guaranteed by collateral, assets (the Collateral) are pledged to a lender until a loan is repaid.

collateralized obligation deal

Model-Generated Definition:

A kind of debt offer issue.

Definition:

collateralized obligation instrument

Model-Generated Definition:

Definition: Pending further investigation. At present: CDO = issued against pool of securities MBS = issued against pool of individual debts (base loans) Action: identify if this is the case. Option 1: Model as it was; Option 2: Add a level of detail in between, whereby there is a pool of pools or some other such thing Option 3: this is a terminological thing only in that CDOs are never referred to as a parent of CMO for purely teerminological reasons as per ABS v MBS in which case we would add in a terminological layer.

collateralized secured loan

Model-Generated Definition:

A kind of secured loan. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • secured (please review) any number of occurrences of True Or False.

Definition: Loan in which some asset is provided as collateral to the loan.

collection

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has constituent any number of occurrences of any type.

Definition: ea grouping of some variable number of things (may be zero) that have some shared significance

Combination Mortgage

Model-Generated Definition:

Definition:

combined loan to value ratio percent

Model-Generated Definition:

Definition: the ratio of the total amount of debt that is secured by the property to the value of the property relied on.

combined statistical area

Model-Generated Definition:

A kind of statistical area. A valid occurrence satisfies the following necessary condition:

Definition: a combination of adjacent metropolitan and micropolitan areas with economic ties measured by commuting patterns

commerce

Model-Generated Definition:

A kind of commercial activity.

Definition: the commercial activity of buying and selling goods

commercial activity

Model-Generated Definition:

Definition: the context of carrying out trade and other commercial, i.e., for-profit activities

commercial bank

Model-Generated Definition:

A kind of Bank. A valid occurrence satisfies the following necessary condition:

Definition: a bank that provides services, such as accepting deposits, giving business loans and auto loans, mortgage lending, and basic investment products like savings accounts and certificates of deposit

commercial finance company

Model-Generated Definition:

A kind of finance company.

Definition: a finance company that makes loans to manufacturers and wholesalers, secured by accounts receivable, inventories, and equipment

commercial loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

Definition: Loan extended for a commercial purpose. Further notes: Commercial Loans: Talk about property like office building. Borrower is a small business or corporation. Meanings: Loan extended for a commercial purpose versus Loan extended to a corporate entity Example: Aus: Nature of security e.g. private property versus commercial property being pledged as security, as there are different requirements on these. Also legislation on commercial lending by governments (business strategy etc.).

commercial loan borrower

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

Definition: The borrower of a Commercial Loan

commercial m b s

Model-Generated Definition:

Definition:

commercial paper

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Commercial paper (CP) is unsecured short-term promissory notes issued primarily by corporations, although there are also municipal and sovereign issuers (not included in this definition).

commercial paper issuer

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

Definition: Any entity that issues Commercial Paper. This includes corporations but the Special Purpose Entities that issue Asset Backed Commercial Paper (ABCP) and some mutual funds also issue CP. Can also be a banks, an institution, pretty much anything. There are no hard and fast criteria for this. Therefore this is defined as being any kind of Organization or any kind of Government.

commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • commitment conferred by any number of occurrences of agreement.

Definition: A legal construct which represents the undertaking on the part of some party to act or refrain from acting in some manner.

commitment at large

Model-Generated Definition:

Definition: a commitment made by some party without direct involvement from the potential beneficiaries of that commitment

commitment to fund

Model-Generated Definition:

A kind of commitment to pay.

Definition: a commitment that obliges the lender to provide funds pursuant to a loan contract

commitment to pay

Model-Generated Definition:

A kind of payment obligation. A valid occurrence satisfies the following necessary conditions:

  • has party in role at least one occurrence of payer.
  • has party in role at least one occurrence of payee.

A valid occurrence may also have the following properties:

  • has any number of occurrences of line item.

Definition: a commitment obliging one party to make a payment to another party (e.g. to fund a loan, make payments, pay origination fees)

commitment to repay

Model-Generated Definition:

A kind of commitment to pay. A valid occurrence satisfies the following necessary conditions:

Definition: a commitment obliging the borrower to repay funds that have been loaned, in a manner pursuant to a loan contract

commitment to report

Model-Generated Definition:

A kind of commitment.

Definition: a commitment obliging a party to deliver a report

committed credit facility

Model-Generated Definition:

A kind of credit facility. A valid occurrence satisfies the following necessary condition:

Definition: A credit facility which has been formally agreed between a potential lender and a potential borrower.

committed credit facility tranche

Model-Generated Definition:

Definition: A tranche of a credit facility which has been formally agreed between a potential lender and a potential borrower.

commodities option

Model-Generated Definition:

A kind of commodity derivative contract and option contract on futures. A valid occurrence satisfies the following necessary condition:

Definition: An option to buy or sell the future on some underlying commodity. The exercise is always to buy the underlying asset i.e. the future instrument NOT the underlying goods.

commodities option underlying

Model-Generated Definition:

Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.

commodities spot contract

Model-Generated Definition:

A kind of spot contract. A valid occurrence satisfies the following necessary condition:

Definition: The contract defined for or implied in a Commodities spot transaction.

commodities spot transaction

Model-Generated Definition:

A kind of spot transaction. A valid occurrence satisfies the following necessary condition:

Definition:

commodity

Model-Generated Definition:

A kind of good.

Definition: a basic good used in commerce that is interchangeable with other commodities of the same type

commodity business day type

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes only commodity business days.

commodity contract cash closeout

Model-Generated Definition:

A kind of cash closeout and commodity forward delivery. A valid occurrence satisfies the following necessary condition:

Definition:

commodity derivative contract

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

commodity forward calculation agent

Model-Generated Definition:

Definition:

commodity forward contract

Model-Generated Definition:

A kind of commodity derivative contract and forward contract. A valid occurrence may have the following properties:

Definition: Definition needed.

commodity forward delivery

Model-Generated Definition:

Definition: The agreed forward delivery of a commodity or cash equivalent.

commodity forward transaction

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

Definition:

commodity future

Model-Generated Definition:

A kind of commodity derivative contract and future instrument. A valid occurrence may have the following properties:

  • lot size any number of occurrences of Number.

Definition: A futures contract tied to the movement of a particular commodity. This enables contract buyers to buy a specific amount of a commodity at a specific price on a particular date in the future.

commodity instrument

Model-Generated Definition:

Definition: a financial instrument representing an ownership interest in a commodity such as coal, oil, precious metal, livestock, an agricultural product, etc.

commodity o t c option contract

Model-Generated Definition:

A kind of commodity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary condition:

Definition: Definition needed.

commodity o t c option transaction

Model-Generated Definition:

Definition:

commodity physical delivery

Model-Generated Definition:

A kind of commodity forward delivery. A valid occurrence satisfies the following necessary condition:

Definition: The physical delivery of some commodity at some agreed point in the future.

commodity return leg

Model-Generated Definition:

A kind of asset return stream. A valid occurrence satisfies the following necessary condition:

Definition: Return on the value of an underlying commodity.

commodity swap contract

Model-Generated Definition:

Definition: Definition needed.

commodity swap transaction

Model-Generated Definition:

A kind of return swap transaction. A valid occurrence satisfies the following necessary condition:

Definition:

commodity trading advisor

Model-Generated Definition:

Definition: an individual or organization that directly or indirectly advises others as to the value or advisability of buying or selling futures contracts or options

commodity underlying

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: The underlying of a Commodity Derivative, that is the commodity itself which underlies the contract.

commodity warrant

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

Definition: A derivative based on commodities contracts traded on exchanges.

commodity warrant exercise terms

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms setting out how a commodity warrant may be exercised, including the form which delivery takes.

common interest development corporation

Model-Generated Definition:

Definition: a not for profit corporation set up under specific state legislation as a business entity for homeowners' associations

common law

Model-Generated Definition:

A kind of body of law.

Definition: Law developed by judges through decisions of courts and similar tribunals rather than through legislative statutes or executive branch action.

common law jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence may have the following properties:

Definition: a jurisdiction based on common law

common law system

Model-Generated Definition:

A kind of legal system. A valid occurrence satisfies the following necessary condition:

Definition: common law, also known as case law or precedent, is law developed by judges through decisions of courts and similar tribunals

common share in fund

Model-Generated Definition:

Definition: A share unit in a fund, which is classified as a Common Share class.

company bylaw

Model-Generated Definition:

A kind of bylaw.

Definition: The official rules and regulations which govern a corporation's management. Drawn up at the time of incorporation, along with the charter.

company equity terms

Model-Generated Definition:

Definition: Terms setting out the equity in a company, including the various kinds of rights, the shares that embody those rights etc.

company incorporated by guarantee

Model-Generated Definition:

Definition:

company law

Model-Generated Definition:

A kind of statute law.

Definition: Legislation under which the formation, registration or incorporation, governance, and dissolution of a firm is administered and controlled.

company owner

Model-Generated Definition:

Definition:

company secretary

Model-Generated Definition:

A kind of corporate officer.

Definition: Officer appointed by the directors of a firm as responsible for ensuring that firm's legal obligations under the corporate legislation are complied with. His or her formal duties include (1) calling meetings, (2) recording minutes of the meetings, (3) keeping statutory record books, (4) proper payment of dividend and interest payments, and (5) proper drafting and execution of agreements, contracts, and resolutions. A company secretary is not automatically an employee of the firm and, if employed with executive responsibilities, not be its director shareholder. If a firm has only two directors, one may act as its secretary; but a sole director may not. A firm (such as of accountants) may not act as a company secretary for any firm. Called corporate secretary in the US.

company statutory obligation

Model-Generated Definition:

A kind of statutory responsibility. A valid occurrence may have the following properties:

  • is mandated by any number of occurrences of company law.

Definition: an obligation defined in company law (statute)

company warrant

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

Definition: Warrants which are issued by the issuer of the underlying.

company warrant exercise terms set

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

  • delivery at least one occurrence of security.

Definition: Terms setting out how a company warrant or naked warrant may be exercised, including the form which delivery takes.

comparison

Model-Generated Definition:

A kind of mathematical quantity. A valid occurrence satisfies the following necessary condition:

Definition: A comparison among numerical parameters.

composite market

Model-Generated Definition:

Definition: The market as a whole, i.e. one or more exchanges, a market (geographical) etc., about which prices and other derived facts may be quoted by market data vendors.

compulsion capacity

Model-Generated Definition:

A kind of control.

Definition: The ability to compel the activities of a thing

conditional coupon type

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

Definition:

conditional obligation

Model-Generated Definition:

Definition:

conditional payout commitment

Model-Generated Definition:

Definition:

conditional right

Model-Generated Definition:

A kind of contingent right.

Definition:

conditions precedent

Model-Generated Definition:

A kind of contractual element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Conditions precedent on some obligation. These are conditions which would alter the Obligation as it is otherwise stated.

conferred social construct

Model-Generated Definition:

A kind of social construct. A valid occurrence satisfies the following necessary conditions:

Definition: Some social construct that is conferred on some autonomous entity

consequence

Model-Generated Definition:

Definition:

constant (from package /Release/Foundations/Utilities/Analytics/constant)

Model-Generated Definition:

A kind of reference.

Definition: a symbol that represents a constant in a formula or expression

constant (from package /Informative/Foundations/Math/Math/constant)

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence may have the following properties:

  • expressed numerically as any number of occurrences of Number.

Definition:

constituent

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Something which makes up part of a collection, formalized in terms of its existence as a member of that collection.

constitution

Model-Generated Definition:

A valid occurrence may have the following properties:

  • governs any number of occurrences of law.

Definition: A constitution defines the basic principles and laws of a nation, state, or social group that determine the powers and duties of the government and guarantee certain rights to the people in it.

constitutional contractual control

Model-Generated Definition:

A kind of constitutional de jure control and contractual control. A valid occurrence satisfies the following necessary condition:

Definition: Some control set out in some contract among the principals of an organization.

constitutional de jure control

Model-Generated Definition:

Definition: Control which is based in some instrument which has constitutional standing (is constitutive of the entity) such as voting shares, general partner equity etc.

constitutional law

Model-Generated Definition:

A kind of body of law.

Definition: The body of law which defines the relationship of different entities within a state, namely the executive, legislature and the judiciary. Further notes: (from Wikipedia): Constitutional laws may be considered second order rulemaking or rules about making rules to exercise power.

constitutional owner

Model-Generated Definition:

A kind of entity owner. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a party that holds an equity stake in some entity, in the form of stockholders' equity

constitutional right

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary condition:

Definition:

Construction

Model-Generated Definition:

Definition:

construction loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

Definition:

construction loan contract (please review)

Model-Generated Definition:

A kind of credit facility agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • maximum allowed balance (please review) any number of occurrences of monetary amount.

Definition:

construction loan credit facility tranche (please review)

Model-Generated Definition:

A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • maximum anticipated balance (please review) any number of occurrences of monetary amount.

Definition: A loan taken out for construction purposes. Further notes: These are a temporary loan. when the construction is finished then that loan is transformed to another loan, which would be a permanent loan. Information to follow on what the new permanent loan would be. Terms are adjusted in the new loan, since in construction loans the rates are significantly higher. This is an incentive to complete the construction works. Notes from PoC reviews, discussing Maximum Balance concept: In a Construction Loan you agree a maximum amount that you could draw. As you progress with the construction you continue to draw more and more. So you start with the minimum. Example: for purpose of construction of a house you could need to borrow up to 500K and the bank establishes the milestones at which certain amounts are made availalbe and can be drawn. For instance prior to start you might draw 10%, (50K); the next 50K would be available to draw only once the foundations are laid. And so on. Milestones may include "Frame standing" (for American-style frame based houses). Each stage requires inspection on behalf of the bank. So you are starting with no more than 10% (in this example) of what is allowable, and could arrive to the full 500K by the end of ths construction but it is not mandated that you arrive to that. What differentiates a Construction Loan is that there si a max amount specified and there are Milestones specified in which the amounts for each milestone can be advanced.

construction loan milestone terms set (please review)

Model-Generated Definition:

A kind of loan precedent conditions. A valid occurrence may have the following properties:

  • milestone maximum drawdown amount (please review) any number of occurrences of monetary amount.
  • milestone description (please review) any number of occurrences of Text.

Definition: An agreed point at which an amount is advanced to the lender on completion of some pre-agreed scope of works on the construction.

construction loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

construction loan snapshot

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

  • loan advance to date (please review) any number of occurrences of monetary amount.

Definition: Information at a point in time, specific to a Construction Loan.

construction type

Model-Generated Definition:

A kind of classifier.

Definition: a particular kind of construction

ConstructionType

Model-Generated Definition:

A kind of classifier.

Definition: A particular kind of construction

consumer

Model-Generated Definition:

A kind of person.

Definition: a person that is the ultimate user of a product or service

consumer credit equal treatment requirement (please review)

Model-Generated Definition:

A kind of consumer credit requirement (please review). A valid occurrence satisfies the following necessary condition:

Definition:

consumer credit protection law (please review)

Model-Generated Definition:

Definition:

consumer credit reference agency (please review)

Model-Generated Definition:

Definition: Applicable regulations: vary by jurisdiciton. for example, only being allowed ot divulge actual judgements against a party, but not things that are not substantiated by judgements. For example, slow payments which are not covered by some judgement against the party. There will be different regulatory requirments about: 1. What the CR Agency can hold 2. Who they can divulge it to 3. What information they must provide the borrower at his/her request Some of the third thing there is covered in the EU the Data Protection Directive and local acts that implement this.

consumer credit requirement (please review)

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:

Definition: Requirement set out on the lender about how they must treat the appliction to a loan

consumer expenditure survey

Model-Generated Definition:

A kind of statistical program.

Definition: a program conducted on a regular basis that provides information on the buying habits of consumers, including data on their expenditures, income, and consumer unit (families and single consumers) characteristics

consumer finance company

Model-Generated Definition:

A kind of finance company.

Definition: a finance company that lends to individuals under the small loans laws of the jurisdiction in which they operate

consumer price index (from package /Release/Indices And Indicators/Economic Indicators/NorthAmericanIndicators/USEconomicIndicators/consumer price index)

Model-Generated Definition:

A kind of consumer price index and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services

consumer price index (from package /Release/Indices And Indicators/Economic Indicators/EconomicIndicators/consumer price index)

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • excludes energy and food any number of values of yesOrNo.

Definition: an economic indicator representing a measure of the change over time in the prices of consumer goods and services that households consume

consumer protection agency (please review)

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

Definition: Some agency tasked with regulating consumer protection in some jurisdiction.

consumer protection law (please review)

Model-Generated Definition:

A kind of statute law.

Definition:

consumer right (please review)

Model-Generated Definition:

A kind of legal right.

Definition:

contact information

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a way to make contact with a person or organization for a particular reason regarding something. The details may be role-specific, so the information cannot always go on the individual or organization

contact purpose

Model-Generated Definition:

A kind of classifier.

Definition: a virtual address for communication via phone

ContactInfo

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A way to make contact with a person or organization for a particular reason regarding something. The details may be role-specific, so the information cannot always go on the individual or organization.

contingent leg

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

Definition:

contingent obligation

Model-Generated Definition:

A kind of claim. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Some obligation set out by some contract or by law, mandated upon some party.

contingent right

Model-Generated Definition:

A kind of claim and right. A valid occurrence satisfies the following necessary conditions:

Definition: Some right conferred by some contract or by law.

contingent transaction commitment

Model-Generated Definition:

A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:

  • dependent on at least one occurrence of event.

Definition: A commitment which is agreed in advance but which only comes into force on the occurrence of some pre-agreed event.

contingent transaction party

Model-Generated Definition:

Definition:

continuous physical stuff

Model-Generated Definition:

A kind of physical item.

Definition:

contract

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a voluntary, deliberate, and legally binding agreement between two or more competent parties

contract clause

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

Definition: A set of contractual terms, grouped according to subject, intent or the type of rights and / or obligations to which it refers.

contract counterparty

Model-Generated Definition:

A kind of contract party.

Definition: in the event that a contract identifies either party to that contract as being the principal, this is the other party to that contract

contract document

Model-Generated Definition:

A kind of legal document. A valid occurrence may have the following properties:

Definition: a written document, whether physical or electronic, which sets out the formal terms and conditions of some written contract

contract for difference

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

  • confers control of at least one occurrence of asset.
  • has counterparty at least one occurrence of c f d holder.
  • has principal at least one occurrence of c f d issuer.

A valid occurrence may also have the following properties:

  • rolling frequency any number of occurrences of frequency.
  • expiry date at most one occurrence of date.
  • termination provision any number of occurrences of Text.

Definition: Cash settled contract where you buy or sell control of a particular asset such as USD. Further notes: You don't expect to deliver it, instead, at the end of the stated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Review session notes: Q: What are they? A: Cash settled contract where you buy or sell control of a particular asset such as USD. You don't expect to deliver it, instead, at the end of th estated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Just the same as a non deliverable forward. Differences: CFD are more a retail based product, they don't speciy a delivery date, they roll on a daily basis, the holder pays a margin but they don't determine the date where you have to settle. They rollover each day, but each day the holder has to provide a margin (and fees). Can roll along as long as you like, squaring up the current value and roll on for next day. No option to gake any value out of it. You can choose to terminate it, at which point youclear it at its current market value on that day and don't roll it over for the next. Developed to allow peopl ewho don't have the ability to hold the cash, to run a balance in a foreign ccy. What sort of assets? 1. Currency 2. No others known. Logically possible. Can be equity or anything. Q: What sort of facts apply: Delivery dates Quantities For non uniform assets: grades or qualities of those assets (e.g. oil0 Counterparties Earlier notes: Notes taken during Traded options SME Review: Traded in Australia and LSE. Presently these are predominantly OTC.

contract guarantor

Model-Generated Definition:

A kind of contract third party and guarantor. A valid occurrence may have the following properties:

Definition: A Party which guarantees to underwrite some cash flow obligation on behalf of some other party.

contract originator

Model-Generated Definition:

A kind of contract principal.

Definition: the party that originates the contract and acts as the principal in that contract regardless of the owner or counterparty

contract part

Model-Generated Definition:

Definition: A formal part of a contract such as a clause or term.

contract party

Model-Generated Definition:

A kind of party in role.

Definition: a party to the contract, that is a contractually capable person or organization which is a signatory to the contract, and which grants or concedes certain rights and obligations as defined in the contract

contract party identification

Model-Generated Definition:

A kind of party identification. A valid occurrence satisfies the following necessary conditions:

Definition: The identification of parties to a contract. This is usually but not necessarily identified in the preamble to a contract.

contract preamble

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

Definition: The part of a contract which defines the parties and gives sufficient information for them to be unambiguously identified, along with other pertinent information such as the subject of the contract.

contract principal

Model-Generated Definition:

A kind of contract party.

Definition: the party identified as being the principal or first party to a contract, in the event that the contract distinguishes any party as the principal

contract principals identification

Model-Generated Definition:

A kind of contract party identification. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The identification of the principals to a contract.

contract section

Model-Generated Definition:

A kind of contract part. A valid occurrence satisfies the following necessary condition:

Definition: A formally identified Section of a Contract, comtaining terms dealing with a specific type of subject matter.

contract structure facet

Model-Generated Definition:

Definition:

contract term

Model-Generated Definition:

A kind of contractual element.

Definition: An individual term in a Contract. Forms part of a set of Contractual Terms. Also exists within a Clause of a Contract A Clause exists within a Section of a Contract

contract terms set

Model-Generated Definition:

A kind of commitment and contractual element. A valid occurrence may have the following properties:

Definition: the terms and conditions that set the rights and obligations of the contracting parties when a contract is awarded or entered into

contract third party

Model-Generated Definition:

A kind of party in role.

Definition: someone who may be indirectly involved but is not a principal party to an arrangement, contract, deal, lawsuit, or transaction

contract third party identification

Model-Generated Definition:

A kind of contract party identification. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The identification of any third parties referred to in a contract but not being signatories to that contract. This would for example be the identification of calculation agents in a derivatives contract.

contractual agreement

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

Definition: An agreement which is formalized by a contract between two parties to the agreement.

contractual beneficiary

Model-Generated Definition:

A kind of beneficiary and contract party.

Definition:

contractual capability

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

Definition: the capacity to enter into legally binding contracts

contractual commitment

Model-Generated Definition:

A kind of commitment and contractual element. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: terms and conditions that define the commitment made by the contracting parties, such as rights and obligations when a contract is awarded or entered into

contractual control

Model-Generated Definition:

A kind of controlling capacity. A valid occurrence satisfies the following necessary conditions:

Definition: Control vested in an entity by virtue of the terms in some contract between that entity and others.

contractual controlling party

Model-Generated Definition:

A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary condition:

Definition: A party which exercises some control which is set out in some contract.

contractual date specification

Model-Generated Definition:

A kind of date specification.

Definition: The specification of a date in a contract.

contractual definition

Model-Generated Definition:

A kind of contractual element.

Definition: a contractual element that defines something in a contract or other legal instrument

contractual economic agreement

Model-Generated Definition:

A kind of contractual agreement and economic agreement. A valid occurrence satisfies the following necessary conditions:

Definition: An economic agreement forming part of a transaction, which has contractual standing as evidenced by a contract between the two parties to the Agreement.

contractual economic commitment

Model-Generated Definition:

A kind of contractually conferred commitment and economic commitment. A valid occurrence satisfies the following necessary conditions:

Definition: Some Commitment, made as part of a transaction (economic) agreement, which has contractual standing.

contractual element

Model-Generated Definition:

Definition: any element of a contract

contractual obligation

Model-Generated Definition:

A kind of contingent obligation. A valid occurrence may have the following properties:

Definition:

contractual obligor

Model-Generated Definition:

A kind of contract party and obligor. A valid occurrence satisfies the following necessary condition:

Definition:

contractual option

Model-Generated Definition:

A kind of contractual right.

Definition: The option to take up some right at some future time, at the discretion of the party defined as the holder of this option in the contract.

contractual product

Model-Generated Definition:

A kind of product. A valid occurrence satisfies the following necessary conditions:

  • is template for at least one occurrence of contract.
  • realized as at least one occurrence of contract.

Definition:

contractual relationship

Model-Generated Definition:

Definition: A relationship in which two or more parties have some contractual obligations or extend some rights under a contract, to one another.

contractual restriction (from package /Release/Securities/Securities/SecuritiesRestrictions/contractual restriction)

Model-Generated Definition:

A kind of contractual commitment and securities restriction. A valid occurrence satisfies the following necessary condition:

  • contractually imposed by at least one occurrence of contract.

A valid occurrence may also have the following properties:

  • is mandated by any number of occurrences of contract.

Definition: Contractual terms setting out restrictions on either the holder or the issuer of the security. has to apply to a financial instrument (context) ... part of contract terms set for the financial instrument

contractual restriction (from package /Informative/Foundations/Law Ext/RegulatoryRestrictions/contractual restriction)

Model-Generated Definition:

A kind of restriction. A valid occurrence satisfies the following necessary condition:

  • contractually imposed by at least one occurrence of contract.

Definition: A restriction defined in a Contract as opposed to being defined in a body of Law.

contractual right

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary conditions:

Definition: Some right conferred by some contract.

contractual transaction

Model-Generated Definition:

Definition: An economic transaction which has some contractual basis.

contractual transaction obligation

Model-Generated Definition:

Definition: An obligation which is one perspective on a commitment which is both a contractual commitment and a transaction-related economic commitment.

contractual transaction party

Model-Generated Definition:

A kind of contract party and transaction party. A valid occurrence satisfies the following necessary condition:

Definition: That which is party to a transaction which has contractual standing.

contractual undertaking

Model-Generated Definition:

A kind of undertaking event. A valid occurrence satisfies the following necessary condition:

Definition: A commitment, defined in a Contract, in which one Party to that Contract undertakes to do something or to deliver something or make some payment, to the other Party.

contractually capable entity

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary conditions:

Definition: A unique entity that is legally or financially responsible for the performance of financial transactions, or has the legal right in its jurisdiction to enter independently into legal contracts, regardless of whether it is incorporated or constituted in some other way (e.g. trust, partnership, contractual). This excludes natural persons, but includes governmental organizations and supranationals.

contractually conferred commitment

Model-Generated Definition:

A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:

  • mandated by at least one occurrence of contract.
  • mandated by at least one occurrence of contract.
  • contractual commitment conferred by at least one occurrence of contractual agreement.

Definition: Some commitment which has its existence through some provision in some contract. Further notes: "Contractual commitment" has 2 tests: 1. It is certain in time [certainty is defined in some legal sense; there has to be some ability to terminate the contract] 2. there is some consideration Without these 2 tests passing, this is not recognized in law as a contractual commitment. so for instance a Will is not legally binding upon a person who is alive. (from Aus / commonwealth law) NB: Terminating: Not the termination of a contract in a Termination Clause but the termination of the life of the Obligation as set out in the contract.

contractually defined benefit

Model-Generated Definition:

A kind of economic resource.

Definition: Some benefit from one party to the other party, defined in contractual terms.

contractually defined numerical parameter

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence satisfies the following necessary condition:

Definition:

contractually determined date

Model-Generated Definition:

A kind of determined date. A valid occurrence satisfies the following necessary condition:

Definition:

contractually specified date

Model-Generated Definition:

A kind of specified date.

Definition:

control (from package /Release/Foundations/Ownership And Control/Control/control)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • holds during any number of occurrences of date period.

Definition: the possession by a party, direct or indirect, of the power to direct or cause the direction of the management and policies of a thing, whether through the ownership of voting shares, by contract, or otherwise

control (from package /Informative/Foundations/Social Constructs/SocialConstructs/control)

Model-Generated Definition:

A kind of capacity.

Definition: The ability to direct the activities of a thing

control document

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

  • identified as at least one occurrence of document.

A valid occurrence may also have the following properties:

  • control date any number of occurrences of date.

Definition: A formal document which controls some activity or process. The actual document which takes on the role of Control Document for a given activity or process is identified as a property of this Control Document.

control related contract

Model-Generated Definition:

A kind of contract.

Definition: A contract in which one party agrees to confer some degree and type of control upon the other party to that contract.

controlled amortization bond

Model-Generated Definition:

A kind of amortizing bond. A valid occurrence satisfies the following necessary condition:

Definition: bond that is securitized using a controlled amortization structure

controlled amortization structure

Model-Generated Definition:

Definition: a method of providing investors with a relatively predictable repayment schedule, even though the underlying assets are nonamortizing

controlled company

Model-Generated Definition:

A kind of controlled party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a company over which another organization has some degree of control by way of ownership of voting shares

controlled party

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: Some party which is controlled in some way and to some degree by some other party.

controlled thing

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is a controlled thing in role any number of occurrences of control.

Definition: thing over which some party exercises some form of control in some context

controlling alliance

Model-Generated Definition:

A kind of group.

Definition: Some group of entities which have formed some alliance or agreement in terms of which they jointly exercise control over some entity.

controlling capacity

Model-Generated Definition:

Definition: the possession, direct or indirect, of the power to direct or cause the direction of the thing which is controlled

controlling equity

Model-Generated Definition:

A kind of stockholders' equity. A valid occurrence may have the following properties:

Definition:

controlling interest option holder

Model-Generated Definition:

Definition: A party which holds some option which may be exercised to confer on that party some de jure controlling interest at some time in the future and at the discretion of that holder.

controlling interest party

Model-Generated Definition:

A kind of controlling party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Some party which holds some form of controlling interest in some other party in some context.

controlling leverage party

Model-Generated Definition:

A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:

Definition: A party which exercises control as a result of some investment in an equity.

controlling party

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

  • is played by at least one occurrence of `controls` min 1.
  • is played by at least one occurrence of any type.

A valid occurrence may also have the following properties:

  • is a controlling party in role any number of occurrences of control.

Definition: Party which exercises some form of control in some context.

convention (from package /Release/Foundations/Dates And Times/BusinessDates/convention)

Model-Generated Definition:

Definition: a widely accepted or established way of doing 'something' within some community of practice

convention (from package /Provisional/Foundations/Publications/Conventions/convention)

Model-Generated Definition:

A kind of published information. A valid occurrence may have the following properties:

  • is published by any number of occurrences of publisher.

Definition: The way something is usually done.

convention determined date

Model-Generated Definition:

A kind of determined date.

Definition: A Date which is or is to be determined according to some established or published convention for date determination.

conversion terms (from package /Release/Securities/Securities/SecuritiesIssuance/conversion terms)

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

  • specifiesConversionInto at least one occurrence of security.

Definition: contract terms specifying when and how a security may be converted to another security (usually of the same issuer)

conversion terms (from package /Informative/Securities/SecuritiesExt/SecuritiesConversionTerms/conversion terms)

Model-Generated Definition:

A kind of security contract terms. A valid occurrence satisfies the following necessary condition:

  • specifies conversion into (please review) at least one occurrence of security.

Definition: Contractual specifications when a security can be converted to another security (usually of the same issuer).

convertible bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary conditions:

Definition: A Bond instrument which on maturity converts into an Equity instrument.

convertible common share

Model-Generated Definition:

Definition:

convertible into facet

Model-Generated Definition:

Definition:

convertible participating preference share

Model-Generated Definition:

Definition: A preference share that can be converted into common shares at a fixed conversion price. Preference or preferred shares entitle a holder to a prior claim on any dividend paid by the company before payment is made on ordinary shares.

convertible preference share

Model-Generated Definition:

A kind of convertible share and preference share. A valid occurrence satisfies the following necessary condition:

Definition: A Preferred Share which is convertible into another security.

convertible security

Model-Generated Definition:

A kind of security. A valid occurrence satisfies the following necessary condition:

Definition: a security that can be converted into another security

convertible share

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary conditions:

Definition: A Share which is convertible into another security, usually a share in the same company.

ConvertibleIntoFacet.1

Model-Generated Definition:

Definition:

cooperative bank

Model-Generated Definition:

A kind of thrift institution.

Definition: a state-chartered savings association located in Massachusetts, New Hampshire, Rhode Island or Vermont

cooperative society

Model-Generated Definition:

Definition: a commercial enterprise owned and managed by and for the benefit of customers or workers

corporate bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A debt security issued by a corporation, as opposed to those issued by a government or municipality.

corporate bond issuer

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

  • issuer identity at least one occurrence of corporation.

Definition: A Company or Corporation, acting in the capacity of an Issuer.

corporate borrower

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

  • borrower identity at least one occurrence of corporation.

Definition: A borrower which is a Corporation.

corporate dated facts (please review)

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence may have the following properties:

  • annual profit and loss (please review) any number of occurrences of monetary amount.

Definition:

corporate filing obligation

Model-Generated Definition:

Definition: The obligation to file reports on the Incorporated Company as defined by the jurisdiction under which it is constituted.

corporate goal

Model-Generated Definition:

A kind of business goal.

Definition: A business goal in the furtherance of the aims and profitability of a corporation.

corporate limited partner

Model-Generated Definition:

A kind of limited partner. A valid occurrence satisfies the following necessary condition:

Definition: A limited partner in a partnership, who is and may only be a Corporate Legal Person (i.e., not a natural person)

corporate loan borrower assessment information (please review)

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • date of incorporation (please review) any number of occurrences of date.

Definition:

corporate officer

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The executives of a corporation charged with certain operational responsibilities. Typically appointed by the board of directors, the corporate officers usually include the Chief Executive Officer (CEO), Chief Financial Officer (CFO), President, and in some corporations the Chief Operating Officer.

corporate officer capacity

Model-Generated Definition:

A kind of delegated legal authority. A valid occurrence satisfies the following necessary condition:

  • is conferred by at least one occurrence of company law.

Definition: the capacity vested in a public officer of a company

corporate officer duty

Model-Generated Definition:

Definition: some duty incumbent upon some officer of a company

corporation

Model-Generated Definition:

A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a formal organization treated as an entity - an artificial person or legal entity distinct from its owners - created by or under the authority of the laws of a state or nation

correlation leg terms

Model-Generated Definition:

A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • relative notional amount any number of values of any type.
  • relative determination method any number of values of any type.
  • determination method any number of values of any type.
  • notional amount any number of occurrences of monetary amount.
  • correlation amount any number of occurrences of monetary amount.

Definition: Definition needed. FpML refers to this but does not define its meaning. Correslation between two prices

cosigner (please review)

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • borrows (please review) at most one occurrence of loan contract.

Definition: Someone who commits to fulfil the obligations of the Borrower in the event that the Borrower defaults on the loan.

country

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary conditions:

  • has identifier at least one occurrence of country code.
  • has capital at least one occurrence of city.
  • has identifier at least one occurrence of country code.
  • has capital at least one occurrence of city.

A valid occurrence may also have the following properties:

Definition: a self-governing geopolitical unit that is recognized as a country by the United Nations

country code

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary conditions:

  • uniquely identifies at least one occurrence of country.
  • uniquely identifies at least one occurrence of country.

Definition: A recognized, standardized code by which a country can be uniquely identified.

country code scheme

Model-Generated Definition:

A kind of identification scheme. A valid occurrence satisfies the following necessary condition:

Definition:

country identification scheme (please review)

Model-Generated Definition:

Definition: The scheme in which the identification code for a country is identified.

country identifier (please review)

Model-Generated Definition:

A kind of identifier.

Definition: A code for identifying a country

country name

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

  • identifies country at least one occurrence of country.

A valid occurrence may also have the following properties:

  • country name any number of occurrences of Text.

Definition:

county

Model-Generated Definition:

A kind of geographical area.

Definition: An area within a country or state, designated by that country or state as a County for its own descriptive and administrative purposes. Fiurther Notes: Specific properties of counties will vary from one country or state to another and are not erpresented here - this is purely a labelled area of land within a country, similar to a Region.

county court (please review)

Model-Generated Definition:

A kind of court of law. A valid occurrence may have the following properties:

  • court name (please review) any number of occurrences of Text.

Definition:

county court actor (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

county court judgment (please review)

Model-Generated Definition:

A kind of legal proceeding (please review) and value changing activity (please review). A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • borrower c c judgement value amount (please review) any number of occurrences of monetary amount.
  • borrower c c judgement satisfaction any number of occurrences of Text.
  • borrower c c judgement date (please review) any number of occurrences of date.

Definition: Satisfaction code associated with a county court judgement can have values satisfied/unsatisfied. This is a value changing event.

coupon conditional term

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • condition any number of occurrences of Text.

Definition: A term in the conditional coupon terms which matches one set of coupon terms (fixed rate or variable coupon) with one condition.

coupon payment

Model-Generated Definition:

Definition: The event whereby a coupon amount is paid or is to be paid.

coupon periodic date series

Model-Generated Definition:

A kind of periodic date series. A valid occurrence satisfies the following necessary condition:

Definition: Periodic dates on which Interest Payments are made.

coupon regular period

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

Definition: The regular periodic component of a coupon schedule.

coupon regular period length

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence may have the following properties:

  • regular period days any number of occurrences of Whole Number.

Definition: Length of a regular periodic component of a coupon schedule.

coupon schedule

Model-Generated Definition:

A kind of schedule.

Definition: Schedule for regular payment of Coupon Amounts.

coupon schedule specification

Model-Generated Definition:

A kind of coupon schedule and regular schedule. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Formal specification of the Schedule for regular payment of Coupon Amounts.

coupon stub end date

Model-Generated Definition:

A kind of known date.

Definition: The calendar date when the coupon stub period is scheduled to end.

coupon stub period

Model-Generated Definition:

A kind of schedule stub.

Definition: Irregular Coupon Period at the start and / or the end of the Coupon Schedule, which does not fall into the Periodic Date Series.

coupon stub period duration

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

Definition: The Stub Period as a temporal duration.

coupon stub start date

Model-Generated Definition:

A kind of known date.

Definition: The calendar date when the coupon stub period is scheduled to start.

court appointed control

Model-Generated Definition:

A kind of controlling capacity. A valid occurrence may have the following properties:

  • is conferred by any number of occurrences of court of law.

Definition: Control conferred on some entity by act of some court, for example in the context of receivership.

court of law

Model-Generated Definition:

A kind of formal organization.

Definition: A court of law is a court that hears cases and decides them on the basis of statutes or the common law.

covariance leg terms

Model-Generated Definition:

Definition: A statistical leg based on covariance. REVIEW: This kmight specify the same kind of thing as Correlation Leg using different mathematics / different legal terms (in which case we need to model it as a different thing even though to the investor it has the same rationale and behavior. The relative movement of one thing to the other over a period of time. So this adds a time base to the Correlation calculation. difference with Correelation: The time base in correlation swap is implicit anyway (it's the duration of the contract. so Covariance is what allows you to explan x% of the vaqriabiltiy of the price of this asset with relation to that asset.

covered transaction

Model-Generated Definition:

A kind of contractual transaction. A valid occurrence satisfies the following necessary condition:

Definition: A transaction covered by some Master Agreement.

covered warrant

Model-Generated Definition:

A kind of warrant. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • ratio any number of occurrences of Number.

Definition:

covered warrant exercise terms

Model-Generated Definition:

A kind of warrant exercise terms set. A valid occurrence satisfies the following necessary condition:

  • delivery at least one occurrence of security.

Definition:

CRD credit institution

Model-Generated Definition:

A kind of credit institution.

Definition: an undertaking whose business is to receive deposits or other repayable funds from the public and to grant credits for its own account as defined by the European Banking Authority (EBA)

credit agreement

Model-Generated Definition:

A kind of contract. A valid occurrence satisfies the following necessary conditions:

  • has contract party at least one occurrence of debtor.
  • has contract party at least one occurrence of creditor.

A valid occurrence may also have the following properties:

  • is collateralized by any number of occurrences of collateral.

Definition: a contractual agreement in which a debtor receives something of value now and agrees to repay the creditor at some date in the future, in some form (e.g., cash, securities, etc.), generally with interest

credit agremeent terms set

Model-Generated Definition:

Definition: Terms relating to an agreement to extend some committed credit facility on the part of a potential lender to a potential borrower.

credit basket reference constituent

Model-Generated Definition:

A kind of basket constituent.

Definition: A constituent of the credit basket.

credit card a b s

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

Definition: These are generally issued by a bank and backed by largely unsecured obligations owed by individuals to the issuer of the card. Definition origin:CESR

credit card facility

Model-Generated Definition:

Definition:

credit card pool

Model-Generated Definition:

A kind of pool of individual debts. A valid occurrence may have the following properties:

Definition:

credit card receivable purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

credit curve to use

Model-Generated Definition:

A kind of curve to use.

Definition: This is a working note from ongoing reviews.

credit default swap contract

Model-Generated Definition:

A kind of credit derivative contract and swap. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • effective date any number of occurrences of date.
  • modified equity delivery any number of occurrences of True Or False.
  • scheduled termination date any number of occurrences of date.
  • substitution any number of occurrences of True Or False.
  • additional term any number of occurrences of Text.
  • notional amount any number of occurrences of monetary amount.

Definition: In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences a credit event, indicating it is or may be unable to service its debts. The protection seller is typically paid a fee and/or premium, expressed as an annualized percent of the notional in basis points, regularly over the life of the transaction or otherwise as agreed by the parties.

credit default swap transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The transaction in which one party pay a fee or fees for credit protection and another commits to enter into the contingent transaction if the credit event takes place.

credit derivative contract

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

credit evaluation product

Model-Generated Definition:

A kind of information product.

Definition: A specific kind of credit evaluation.

credit event

Model-Generated Definition:

A valid occurrence may have the following properties:

  • pertains to any number of occurrences of any type.

Definition: An event which has some bearing on the credit worthiness of the Reference Entity.

credit event notice

Model-Generated Definition:

A kind of notice. A valid occurrence satisfies the following necessary conditions:

Definition: An irrevocable written or verbal notice that describes a credit event that has occurred.

credit event underlying

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition:

credit events descriptive terms

Model-Generated Definition:

A kind of contractual definition and o t c master agreement element. A valid occurrence satisfies the following necessary condition:

  • contractually defines at least one occurrence of credit event.

Definition: Terms describing Credit Events and defining what these are for the purposes of this Agreement.

credit extension

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

Definition: A service whereby credit is extended from the service provider to some party i.e. a borrower.

credit facility

Model-Generated Definition:

A kind of facility. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: An option to borrow money. Defines the parameters in which you are able to draw down some amount as a loan, debt finance, or some other financial commitment.

credit facility agreement

Model-Generated Definition:

A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:

Definition: A formal contract in which a potential lender agrees to lend to a potential borrower under terms stated in this contract.

credit facility guaranty tranche

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary condition:

Definition:

credit facility loan tranche

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • tranche has loan purpose any number of occurrences of loan purpose.

Definition: A tranche of a credit facility the purpose of which is a kind of Loan.

credit facility securities tranche

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:

Definition:

credit facility tranche

Model-Generated Definition:

A kind of credit facility. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: An individual tranche of the Credit Facility. This is the maximal amount of credit that can be extended to the potential borrower for the stated purpose.

credit index (please review)

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • asset type (please review) any number of occurrences of Text.
  • sector (please review) any number of occurrences of Text.
  • current notional value (please review) any number of occurrences of dated monetary amount.
  • original notional (please review) any number of occurrences of monetary amount.
  • index name (please review) any number of occurrences of Text.
  • maturity (please review) any number of occurrences of known date duration.
  • premium (please review) any number of occurrences of monetary amount.
  • spread range (please review) any number of occurrences of Text.
  • up front fee (please review) any number of occurrences of monetary amount.

Definition: An index that is a function of credit events. These are Credit events occurring that change the value of an underlying portfolio.

credit index reference constituent (please review)

Model-Generated Definition:

A kind of basket constituent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • weight (please review) any number of occurrences of Percentage.
  • currency (please review) any number of occurrences of currency.
  • t c m (please review) any number of occurrences of Text.
  • index constituent i d (please review) any number of occurrences of Text.
  • ticker (please review) any number of occurrences of Text.
  • debt ranking (please review) any number of occurrences of Text.
  • maturity (please review) any number of occurrences of dated duration specification.

Definition: A constituent of a basket of credit risks, such as that used in a credit index.

credit inquiry

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A request from a lender to a credit repository to obtain information regarding a prospective borrower's creditworthiness.

credit inquiry type

Model-Generated Definition:

A kind of classifier.

Definition: A category indicating whether a credit inquiry is a result of a borrower's direct authorization or by some indirect means.

credit institution

Model-Generated Definition:

Definition: an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account, and to which authorisation has been granted to operate within the European Union and European Economic Area countries (EEA)

credit institution or investment firm

Model-Generated Definition:

Definition: a European financial institution that is a credit institution or an investment firm as defined by the European Banking Authority (EBA)

Credit Institution Register entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the Credit Institution Register, a repository of credit institutions collected by the European Banking Authority (EBA) as provided by the various national banking authorities for those institutions that qualify

credit message

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A textual annotation on a credit report to notify a reviewer of special or exceptional information.

credit message type

Model-Generated Definition:

A kind of classifier.

Definition: A specific kind of credit message.

credit o k

Model-Generated Definition:

Definition: Not defaulted.

credit protection commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The commitment in a Credit Defualt Swap, to protect against specified credit events.

credit protection contingent leg terms

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • floating amount event any number of values of string.
  • calculation amount any number of occurrences of monetary amount.

Definition: The leg of the swap which represents the credit protection.

credit provider

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary condition:

Definition:

credit provision

Model-Generated Definition:

A kind of service provision.

Definition:

credit rating

Model-Generated Definition:

A kind of rating.

Definition: Some rating which formally describes the credit worthiness of something or someone.

credit rating agency

Model-Generated Definition:

A kind of publishing house.

Definition: An entity which publishes Credit Ratings.

credit rating issuer

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

Definition: An entity which publishes credit ratings for business entities and / or securities Further notes: This entity also defines the meanings (judgements) represented by each Ratings code as documented in the Credit Rating Scheme. .

credit rating scheme

Model-Generated Definition:

A kind of scheme.

Definition: The scheme which defines what rating codes exist and what judgements each one represents, as defined by the Rating agency.

credit reference agency requirements (please review)

Model-Generated Definition:

Definition: REquirements other than data protection, governing what a credit reference agency can or cannot do.

credit report

Model-Generated Definition:

A kind of report. A valid occurrence satisfies the following necessary conditions:

Definition: A report describing the credit worthiness and related credit attributes of a borrower. This is typically provided by a credit reporting agency but could be produced by an internal proprietary model as well.

credit report category

Model-Generated Definition:

A kind of classifier.

Definition: A specific kind of credit report, often available from multiple vendors.

credit report product

Model-Generated Definition:

Definition: A specifically branded credit report offered in the market place.

credit report request

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary conditions:

Definition: The act of requesting a credit report from a credit reporting provider.

credit report response

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: The act of responding to a credit report request.

credit reporting agency (i)

Model-Generated Definition:

Definition: an organization that provides credit reports

credit repository (i)

Model-Generated Definition:

Definition: a credit reporting agency that is a clearinghouse for information on the credit rating of individuals or firms

credit risk

Model-Generated Definition:

A kind of financial risk. A valid occurrence satisfies the following necessary conditions:

Definition:

credit risk assessment

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A kind of RiskAssessment that focuses on determining the likelihood of a potential borrower repaying a loan.

credit score

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A quantitative measure or category that results from a credit evaluation model.

credit score category

Model-Generated Definition:

A kind of classifier and measure.

Definition: A CreditScore that is a qualitative measure.

credit score factor

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: something that is taken into account when determining a CreditScore

credit score model

Model-Generated Definition:

An occurrence can be recognized when it meets the following condition:

Definition: An algorithm for computing the credit score of e.g. a credit applicant.

credit score model type

Model-Generated Definition:

A kind of classifier.

Definition: A family of credit scoring algorithms sharing common characteristics.

credit score number

Model-Generated Definition:

A kind of measure. A valid occurrence satisfies the following necessary condition:

Definition: A CreditScore that is a quantitative measure.

credit side

Model-Generated Definition:

A kind of claim and owing side. A valid occurrence satisfies the following necessary conditions:

  • is position in respect of at least one occurrence of debt.
  • has other viewpoint at least one occurrence of debt side.

Definition:

credit spread

Model-Generated Definition:

A kind of yield spread. A valid occurrence satisfies the following necessary conditions:

Definition: In finance, a credit spread is the yield spread, or difference in yield between different securities, due to different credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate. Further Notes There are several measures of credit spread, including Z-spread and option-adjusted spread. Old definition (Algo) The spread between the credit rating of something and its maturity. THis is now defined as a different term pending further review with Algorithmics. Update from SMER. difference between risk free price (price of govt bond) and the price of this security. (matches Wikipedia definition above) i.e. price of this credit versus the price of a (near) risk free credit. The latter is a reference security with low risk such as a Treasury Bond. Is this between prices or between yields? can be expressed as either wrt price or yield, and this is detemined by context for different markets. Try and get a list. This is more generic - the meaning is not that it is speciufically wrt yield as such. Debt Price Spread is in context of price, whereas this is more generic.

credit support agreement

Model-Generated Definition:

A kind of contract. A valid occurrence satisfies the following necessary conditions:

Definition:

credit support beneficiary

Model-Generated Definition:

Definition:

credit support default event

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary condition:

Definition: Failure of some Credit Support Agreement.

credit support provider

Model-Generated Definition:

A kind of contract principal.

Definition:

credit trade line

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • is derived from at least one occurrence of any type.
  • isComprisedOf at least one occurrence of credit report.

Definition: An information product derived from the transaction history of a credit account.

credit union (from package /Release/Financial Business And Commerce/Functional Entities/NorthAmericanEntities/CAFinancialServicesEntities/credit union)

Model-Generated Definition:

A kind of savings association. A valid occurrence satisfies the following necessary condition:

Definition: a not-for-profit financial institution, typically formed by the employees of a company, labor union, or religious group, operated as a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes

credit union (from package /Release/Financial Business And Commerce/Functional Entities/NorthAmericanEntities/USFinancialServicesEntities/credit union)

Model-Generated Definition:

A kind of thrift institution.

Definition: a cooperative association organized for the purpose of promoting thrift among its members and creating a source of credit for provident or productive purposes

credit watch direction

Model-Generated Definition:

Definition:

credit watch downgrade

Model-Generated Definition:

Definition:

credit watch outlook

Model-Generated Definition:

Definition:

credit watch upgrade

Model-Generated Definition:

Definition:

CreditFacilityTypeSelection

Model-Generated Definition:

Definition: Types of purpose for which a credit facility tranche may be set up or may exist.

creditor

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • is owed at least one occurrence of debt.

A valid occurrence may also have the following properties:

Definition: a party to whom an obligation, such as an amount of money, or good, or performance of some service exists

Creditworthiness

Model-Generated Definition:

Definition: A selection of types of creditworthiness, such as sub prime. Created for ABS but may be referred to in any instrument or tranche where this is a feature.

creditworthiness selection

Model-Generated Definition:

Definition:

crime syndicate

Model-Generated Definition:

Definition: An informal grouping formed for the purposes of organized criminal activities

criminal law

Model-Generated Definition:

A kind of common law.

Definition: The body of law that defines conduct that is not allowed because it is held to threaten, harm or endanger the safety and welfare of people, and that sets out the punishments to be imposed on people who do not obey these laws.

cross default provisions

Model-Generated Definition:

A kind of o t c master agreement contractual commitment. A valid occurrence may have the following properties:

  • specified indebtedness any number of occurrences of Text.
  • threshold amount any number of occurrences of monetary amount.

Definition:

cross-currency interest rate swap

Model-Generated Definition:

A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:

  • specifies exactly two occurrences of currency.

Definition: a swap in which the two streams of interest payments are in different currencies

cumulative facet

Model-Generated Definition:

Definition:

cumulative preference share

Model-Generated Definition:

A kind of preference share. A valid occurrence may have the following properties:

Definition:

CumulativeFacet.1

Model-Generated Definition:

Definition:

currency

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: medium of exchange value, defined by reference to the geographical location of the authorities responsible for it

currency business day type

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes only currency business days.

currency code

Model-Generated Definition:

A kind of schematic code.

Definition:

currency code scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

Definition:

currency conversion service

Model-Generated Definition:

Definition: a foreign exchange service involving the conversion of currency of one country or group of countries for another, typically, but not always, as a counter transaction

currency forward rate

Model-Generated Definition:

A kind of quoted exchange rate. A valid occurrence may have the following properties:

  • is premium on any number of occurrences of quoted exchange rate.
  • has settlement date any number of occurrences of date.

Definition: a rate of exchange between two currencies for settlement at some future point in time, expressed as a premium on the spot rate

currency identifier

Model-Generated Definition:

A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:

  • denotes at least one occurrence of currency.
  • identifies at least one occurrence of currency.

A valid occurrence may also have the following properties:

  • has currency tag any number of values of string.

Definition: the trigraph representing the currency

currency instrument

Model-Generated Definition:

Definition: a financial instrument used for the purposes of currency trading

currency option exercise terms set

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • strike price any number of occurrences of price.

Definition: Contractual terms defining when or under what circumstances an currency option is to be exercised.

currency specification term

Model-Generated Definition:

A kind of contractual definition and o t c master agreement element. A valid occurrence may have the following properties:

  • master agreement currency any number of occurrences of currency.

Definition: Term defining the currency or currencies for payments.

currency spot buy rate

Model-Generated Definition:

A kind of currency spot rate.

Definition: an indicative spot buying market rate as observed by the reporting source

currency spot mid rate

Model-Generated Definition:

A kind of currency spot rate.

Definition: an indicative middle market (mean of spot buying and selling) rate as observed by the reporting source

currency spot rate

Model-Generated Definition:

Definition: a rate to exchange one currency for another for immediate delivery

currency spot sell rate

Model-Generated Definition:

A kind of currency spot rate.

Definition: an indicative spot selling market rate as observed by the reporting source

currency strategy

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence may have the following properties:

  • currency any number of occurrences of currency.

Definition: Strategy which is currency based.

currency swap transaction

Model-Generated Definition:

Definition: A swap transaction in which the two streams of interest payments are in different currencies.

current employment statistics

Model-Generated Definition:

A kind of statistical program.

Definition: a survey conducted on a regular basis that presents analytical information related to businesses and government agencies, in order to provide detailed industry data on employment, hours, and earnings of workers

current equity status

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

Definition: Information about the status of the equity at a given point in time.

current l t v (please review)

Model-Generated Definition:

A kind of loan to value ratio (please review). A valid occurrence may have the following properties:

  • information date (please review) any number of values of any type.

Definition:

current monetary amount

Model-Generated Definition:

Definition: Monetary amount at the present time.

current ordinary share dividend

Model-Generated Definition:

A kind of ordinary share dividend. A valid occurrence may have the following properties:

  • next ex div date any number of occurrences of date.
  • dividend amount any number of occurrences of current monetary amount.
  • next expected dividend date any number of occurrences of date.

Definition: Dividend at the present time.

current population survey

Model-Generated Definition:

A kind of statistical program. A valid occurrence satisfies the following necessary condition:

Definition: a survey conducted on a regular basis that presents analytical information related to the general population of a given statistical area with respect to labor force, employment, unemployment, persons not in the labor force, hours of work, earnings, and other demographic and labor force characteristics

current principal balance applicability

Model-Generated Definition:

Definition:

current share status

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

Definition: Information about the status of the security at a given point in time.

current status

Model-Generated Definition:

A kind of status and status code value. A valid occurrence satisfies the following necessary condition:

  • status has tense at least one occurrence of present.

Definition: The status at the present time.

current value

Model-Generated Definition:

A kind of timed value. A valid occurrence satisfies the following necessary condition:

  • tense at least one occurrence of present.

Definition: The value at the current point in time.

current yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

  • has parameter at least one occurrence of clean price.

Definition: The ratio of the interest payment amount to the clean price.

curtailment amount applicability

Model-Generated Definition:

Definition:

curve convexity

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

  • is of at least one occurrence of spread.

A valid occurrence may also have the following properties:

Definition: The convexity of the curve between any two time-variant parameters.

curve to use

Model-Generated Definition:

A kind of spread curve.

Definition: This is a working note from ongoing reviews.

CUSIP International Numbering System (CINS) number

Model-Generated Definition:

A kind of registry identifier.

Definition: a 9-character alphanumeric identifier that employs the same 9 characters as CUSIP, but also contains a letter of the alphabet in the first position signifying the issuer's country or geographic region, issued by CUSIP Global Services

customer (from package /Provisional/Foundations/Transactions/SupplyTransactions/customer)

Model-Generated Definition:

A kind of transaction counterparty. A valid occurrence satisfies the following necessary condition:

  • customer transacts with vendor at least one occurrence of vendor.

Definition:

customer (from package /Release/Foundations/Products And Services/ProductsAndServices/customer)

Model-Generated Definition:

A kind of buyer. A valid occurrence satisfies the following necessary condition:

  • buys from at least one occurrence of supplier.

A valid occurrence may also have the following properties:

Definition: a buyer that receives or consumes products (goods or services) and has the ability to choose between different products and suppliers

customer identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of customer.

Definition: an identifier for a customer

D
d r i p

Model-Generated Definition:

Definition: A kind of financial contract.

daily average market rate

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the overall price level of a given rate, calculated as the sum of all values of the rates for a particular reference rate, foreign exchange rate, lending rate, or other market rate divided by the total number of rates collected over the course of a twenty-four (24) hour period for a specific date

danish borrower call

Model-Generated Definition:

A kind of call of issue.

Definition:

data protection requirement (please review)

Model-Generated Definition:

A kind of legal requirement.

Definition: Requirements defining how data about individuals is held. Example is the EU DA directive and laws, which make the data the property of the individual that data is about. Covers - what information i sheld - who information can be divulged to. - the individual's rights in respect of that information Privacy regulations cover most of this. EU defines "Personal Data" and "Sensitive Personal Data". For credit reference agencies the latter would be covered. More detail about whether they can divulge facts which are not subject to formal judgements etc.

date (from package /Release/Foundations/Dates And Times/FinancialDates/date)

Model-Generated Definition:

Definition: a calendar day on some calendar

date (from package /Informative/Foundations/Time/Time/date)

Model-Generated Definition:

A kind of instant. A valid occurrence may have the following properties:

Definition:

Date And Time

Model-Generated Definition:

A kind of Point In Time. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of dateTime.

Definition:

date calculation

Model-Generated Definition:

A kind of date determination.

Definition:

date description

Model-Generated Definition:

A kind of date time description. A valid occurrence may have the following properties:

  • date any number of occurrences of date.

Definition:

date determination

Model-Generated Definition:

A kind of instant determination. A valid occurrence satisfies the following necessary condition:

Definition: The determination or adjustment of some date according to some rule.

date determination agency

Model-Generated Definition:

A kind of date determination.

Definition:

date determination convention

Model-Generated Definition:

A kind of date determination.

Definition:

date determination reference rule

Model-Generated Definition:

A kind of rule. A valid occurrence satisfies the following necessary condition:

Definition: A rule for determining a date or for making adjustments from a date determined by some means, to return another date, for example adjusting from a non working to a working date.

date determination terms set

Model-Generated Definition:

A kind of contract terms set. A valid occurrence satisfies the following necessary conditions:

Definition: Terms setting out how to determine dates in the future.

date determining agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The agent which determines or is to determine the Determined Date.

date period (from package /Release/Foundations/Dates And Times/FinancialDates/date period)

Model-Generated Definition:

A kind of time interval. A valid occurrence may have the following properties:

  • has end date at most one occurrence of date.
  • has start date at most one occurrence of date.
  • has duration at most one occurrence of duration.

Definition: a time span over one or more calendar days, defined by at least two of three properties: (1) a start date, (2) an end date, and (3) a date period (duration); if more than one of these properties is missing, the DatePeriod is invalid

date period (from package /Informative/Foundations/Time/Time/date period)

Model-Generated Definition:

A kind of interval. A valid occurrence satisfies the following necessary conditions:

  • has beginning at least one occurrence of date.
  • length at least one occurrence of known date duration.
  • has end at least one occurrence of date.

Definition:

date returned by settlement date rule (from package /Release/Securities/Securities/ParametricSchedules/date returned by settlement date rule)

Model-Generated Definition:

A kind of rule-determined date. A valid occurrence may have the following properties:

Definition: a rule-determined date that is a published rule for defining the date returned by settlement date

date returned by settlement date rule (from package /Release/Securities/Securities/ISDASchedules/date returned by settlement date rule)

Model-Generated Definition:

A kind of ISDA rule determined date. A valid occurrence may have the following properties:

Definition: an ISDA rule-determined date that is a published rule for defining the date returned by settlement date

date returned by settlement date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/date returned by settlement date rule)

Model-Generated Definition:

A kind of ISDA rule determined date. A valid occurrence may have the following properties:

Definition:

date returned by trading date rule (from package /Release/Securities/Securities/ISDASchedules/date returned by trading date rule)

Model-Generated Definition:

A kind of ISDA rule determined date. A valid occurrence may have the following properties:

Definition: an ISDA rule-determined date that is a published rule for defining the date returned by trading date

date returned by trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/date returned by trading date rule)

Model-Generated Definition:

A kind of ISDA rule determined date. A valid occurrence may have the following properties:

Definition:

date returned by trading date rule (from package /Release/Securities/Securities/ParametricSchedules/date returned by trading date rule)

Model-Generated Definition:

A kind of rule-determined date. A valid occurrence may have the following properties:

Definition: a rule-determined date that is a published rule for defining the date returned by trading date

date roll rule

Model-Generated Definition:

A kind of date determination reference rule and rule. A valid occurrence may have the following properties:

Definition: A rule to apply when a date returned by some date specification or parametric schedule specification results in a non working day.

date specification

Model-Generated Definition:

Definition: The specification of a Specified Date.

date termination terms

Model-Generated Definition:

A kind of date determination.

Definition:

date time

Model-Generated Definition:

Definition: a combination of a date and a time, without a time zone

date time description

Model-Generated Definition:

A kind of temporal entity description. A valid occurrence may have the following properties:

Definition:

date time stamp

Model-Generated Definition:

Definition: a combination of a date, a time, and a time zone

dated balance

Model-Generated Definition:

A kind of balance and timed parameter. A valid occurrence may have the following properties:

Definition: A balance at a point in time in the past, present or future.

dated duration specification

Model-Generated Definition:

Definition:

dated monetary amount

Model-Generated Definition:

Definition:

dated past value

Model-Generated Definition:

A kind of past value. A valid occurrence may have the following properties:

  • value time any number of occurrences of date.

Definition: A value at a given time and date. The value of a dated parameter, at a stated point in the past, present or future.

dated percentage

Model-Generated Definition:

A kind of timed percentage.

Definition:

DateRollRuleDirection

Model-Generated Definition:

A kind of method.

Definition: The selection of possible directions in which to roll dates in a Date Roll Rule or in a Modify Convention Roll Rule.

Day And Month

Model-Generated Definition:

A kind of Temporal Value. A valid occurrence satisfies the following necessary condition:

Definition:

day count convention

Model-Generated Definition:

Definition: The convention used to calculate the number of days in an interest payment period.

day of month

Model-Generated Definition:

Definition: a specific, recurring day of the month

day of the month

Model-Generated Definition:

Definition: a business recurrence interval that indicates a specific, recurring day of the month

day of the week

Model-Generated Definition:

Definition: a business recurrence interval that indicates a specific, recurring day of the week

day of week

Model-Generated Definition:

Definition: a specific, recurring day of the week

day type

Model-Generated Definition:

Definition: The type of day specified when stating some duration as a number of days between two dates.

day-count convention

Model-Generated Definition:

Definition: a business recurrence interval convention that is used to calculate the number of days in an interest payment, which applies to the amount of accrued interest or the present value for debt instruments

de facto control

Model-Generated Definition:

Definition: control that is understood, due to condition or situation treated as standard or official, even if not explicitly stated (or actually standardized)

de facto controlling interest party

Model-Generated Definition:

A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A party which exercises some control over an entity other than via some constitutional instrument such as shares.

de jure control

Model-Generated Definition:

Definition: control that is formalized in law, or codified in some legal instrument

de jure controlling interest

Model-Generated Definition:

A kind of de jure control.

Definition: controlling interest that is formalized by some formal legal construct

de jure controlling interest party

Model-Generated Definition:

A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:

Definition: An entity that may exercise de jure controlling interest

debenture

Model-Generated Definition:

A kind of bond. A valid occurrence may have the following properties:

Definition: A type of debt instrument that is not secured by physical asset or collateral. Debentures are backed only by the general creditworthiness and reputation of the issuer. Both corporations and governments frequently issue this type of bond in order to secure capital. Like other types of bonds, debentures are documented in an indenture.

debenture securitization conditions

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence may have the following properties:

  • securitization conditions any number of occurrences of Text.

Definition: Terms, if any, by which a Debenture is secured. This is a description of the properties by which it is secured, being those not otherwise pledged.

debt (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/debt)

Model-Generated Definition:

A kind of commitment. A valid occurrence satisfies the following necessary conditions:

  • is owed to at least one occurrence of creditor.
  • is owed by at least one occurrence of debtor.

Definition: an obligation to pay something, such as an amount of money, good, service, or instrument

debt (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/debt)

Model-Generated Definition:

A kind of commitment. A valid occurrence satisfies the following necessary conditions:

  • is measured as at least one occurrence of dated balance.
  • owed by at least one occurrence of debtor.
  • owed to at least one occurrence of creditor.

Definition: A sum of money owed by one party to another party.

debt american call exercise type

Model-Generated Definition:

A kind of american exercise convention. A valid occurrence may have the following properties:

  • schedules possible call of issue any number of occurrences of call of issue.

Definition:

debt asset interest return stream

Model-Generated Definition:

A kind of simple return stream. A valid occurrence satisfies the following necessary condition:

Definition: A leg which embodies the interest payments on a debt instrument which is the reference asset for a Swap.

debt bermudan call exercise type

Model-Generated Definition:

A kind of bermuda exercise convention. A valid occurrence satisfies the following necessary condition:

Definition:

debt call terms

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

  • first premium call price any number of occurrences of Percentage.
  • has perpetual call any number of occurrences of True Or False.
  • first premium call date any number of occurrences of date.
  • has notification feature any number of occurrences of notification feature.
  • callable by debtor any number of occurrences of True Or False.
  • extraordinary call provision any number of occurrences of True Or False.
  • first par call date any number of occurrences of date.
  • make whole call provision any number of occurrences of True Or False.
  • mandatory sinking fund any number of occurrences of True Or False.
  • first par call price any number of occurrences of Percentage.

Definition:

debt claim

Model-Generated Definition:

A kind of r e a claim.

Definition:

debt collateral

Model-Generated Definition:

A kind of collateral. A valid occurrence satisfies the following necessary condition:

Definition: Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.

Debt Consolidation

Model-Generated Definition:

Definition:

debt conversion terms

Model-Generated Definition:

A kind of conversion terms and tradable debt security redemption terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • convertible date any number of occurrences of date.

Definition: Contractual specifications when a Convertible Bond can be converted to another security (usually of the same issuer).

debt convexity analytic

Model-Generated Definition:

A kind of curve convexity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The second derivative of a security's price with respect to its yield, divided by the security's price. A security exhibits positive convexity when its price rises more for a downward move in its yield than its price declines for an equal upward move in its yield. Further notes: A measure of the change in price for a given change in Modified Duration. This always (necessarily) refers to Modified Duration. This is used as another risk measurement. Numerator is always (a) duration - either MacCaulays or Modified. Always rate of change of (one of the) Duration against some other parameter. The other paramater can be characterised as a Yield (it may be the Price, but that has a relationship to the Yield in any case). REVIEW: Inconsistency in the above - is it always necessarily Modified Duration that is referred to, or "any" Duration measure (Macaulays and.or Modified)? notes 9 Dec A measure of the sensitivity of the price with reference to interest rates. This is normally determined with reference to maturity, but since there are different maturity dates, this figure gives an estimate of the equitvalent if you had a homogenous portfolio, i.e. this is an estimate based on a pure equivalent, homogenous portfolio. Convexity of instrument versus portfolio. Sees instrument in terms of the set of cashflows. The term Convexity can be applied either to a bond or to a portfolio. More notes: When you get Convexit in MD, it will tell you what Duration it is refrfering to, along with Redemption Date (logically). Also if there is Option Adjusted Yield, there is a third set of analytics. What are they? i.e. OA Convexity, Duration Yield and the rest. Conclusions: Agreed to revisit this in OTC.

debt derivative contract

Model-Generated Definition:

A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:

  • debt derivative contract has underlying at least one occurrence of debt observable.

Definition:

debt european call exercise type

Model-Generated Definition:

A kind of european exercise convention. A valid occurrence may have the following properties:

  • schedules call of issue any number of occurrences of call of issue.

Definition:

debt finance

Model-Generated Definition:

A kind of debt, debt, and relationship context. A valid occurrence satisfies the following necessary conditions:

  • has debt terms at least one occurrence of debt terms.
  • has lending party at least one occurrence of lender.
  • has borrowing party at least one occurrence of borrower.

A valid occurrence may also have the following properties:

  • collateralized by at most one occurrence of collateral.

Definition: Funds loaned or extended from one party to another for some purpose. Further notes: This is a loan or a debt security principal amount. This term is distinguished from "Debt" or "Credit" in that the latter are balances at a point in time; however it is also referred to as debt for example in debt securities, since a loaned or securitized amount constitutes a debt when it is advanced (and ceases to constitute a debt when it is paid off). As such, this usually has interest payable and may have collateral. In Islamic products there is no interest. This may be a loan (realized as a draw-down on a credit facillity) or it may be a debt set up as part of the issuance of a debt security.

debt guarantor

Model-Generated Definition:

A kind of contract guarantor.

Definition: Some party which insures lenders against loss due to a borrower's default, death, disability, or bankruptcy.

debt independently evaluated price

Model-Generated Definition:

A kind of debt published point in time price and derived price. A valid occurrence satisfies the following necessary condition:

Definition: "Evaluated Price" is the price you get from the vendors.

debt instrument

Model-Generated Definition:

A kind of credit agreement, financial instrument, and written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

  • a financial instrument evidencing monies owed by the issuer to the holder on terms as specified
  • A paper or electronic obligation that enables the issuing party to raise funds by promising to repay a lender in accordance with terms of a contract. Types of debt instruments include notes, bonds, certificates, mortgages, leases or other agreements between a lender and a borrower.

debt instrument analytical parameter

Model-Generated Definition:

A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary conditions:

Definition: Parameter describing some aspect of the behaviour of a debt instrument, that may vary over time.

debt instrument issue information

Model-Generated Definition:

A kind of issued security issue information. A valid occurrence may have the following properties:

  • debt issuance purpose any number of occurrences of Text.
  • issue nominal amount any number of occurrences of monetary amount.

Definition: Information about the Issuance of a Debt Security, which is maintained throughout the life of the Security.

debt instrument pool analytic

Model-Generated Definition:

Definition: A measure of some aspect of the behaviour or a pool of securitized debt i.e. a pool of debt instruments. Futher Notes: Nothing defined under this yet. We have analytics for pools of individual debt products (mortgages, loans, auto loans), but not the equivalent sorts of terms implied for a securitixed debt pool. Presumably these would be aggregate terms similar or equivalent to analytics for debt instruments, such as yield, average live, convixity and so on. As such these would be similar to porfolio analytics (not modeled).

debt instrument reference rate

Model-Generated Definition:

A kind of market rate.

Definition: The interest rate of some debt instrument which is referred to in calculations of some sort.

debt instrument yield

Model-Generated Definition:

A kind of yield. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The return on the debt instrument at the stated price.

debt issuance process information

Model-Generated Definition:

A kind of traded instrument issuance process information (please review). A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Information specific to the Issuance of a Debt security.

debt issuance program

Model-Generated Definition:

A kind of issuance program (please review). A valid occurrence satisfies the following necessary condition:

Definition: A series of debt security issuances over time.

debt issuance purpose

Model-Generated Definition:

A kind of purpose.

Definition: Purpose for the Issuance of a Debt Security. Also defines processes to be followed in some instances.

debt issue prospectus

Model-Generated Definition:

Definition: The prospectus for the debt issue, describing the terms of the issue and each of the instruments included in the debt issue. Term origin:SMER

debt issue underwriter

Model-Generated Definition:

Definition:

debt margin spread

Model-Generated Definition:

A kind of debt price spread. A valid occurrence satisfies the following necessary conditions:

Definition: The spread between a Bid Price and an Offer Price.

debt observable

Model-Generated Definition:

A kind of asset underlier. A valid occurrence satisfies the following necessary condition:

Definition: The instrument which is defined as the Reference Asset for this leg. This is the instrument the interest cashflows of which become payable under this leg of the Swap.

debt offer issue

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An Issue of one or more debt securities, as all or part of an Offering of securities to the market.

debt offering

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is exchangeable any number of values of boolean.
  • is subordinated any number of values of boolean.
  • is putable any number of values of boolean.
  • is callable any number of values of boolean.
  • has default lot size any number of values of integer.
  • is strippable any number of values of boolean.
  • has duration to maturity any number of occurrences of explicit duration.
  • has redemption terms any number of occurrences of redemption provision.
  • has call terms any number of occurrences of call feature.

Definition: an offering of one or more debt instruments for sale

debt pool

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition:

debt pool analytical parameter

Model-Generated Definition:

Definition: A measure of some aspect of some pool of debt, such as a pool of loans or a pool of securitized debt products.

debt price independent evaluator

Model-Generated Definition:

Definition:

debt price spread

Model-Generated Definition:

A kind of price spread. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The difference between the [what?] of a security and the fair price value of a different security which is used as a point of reference. The spread is used to determine the price of the instrument. (draft definition)

debt published point in time price

Model-Generated Definition:

A kind of debt security price and traded security published price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • point in time price has value any number of occurrences of Basis Points.

Definition: A debt price, usually in the form of a spread, published by a data provider at some point in time such as the end of the trading day.

debt s p v

Model-Generated Definition:

A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a debt security or securities. It is set up by a company or a group of companies to create instruments that are off the company's balance sheet.

debt securities issuance

Model-Generated Definition:

A kind of securities issuance.

Definition: SPV set up to issue debt instruments such as for structured finance.

debt securities market maker

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An actor which has the role of Market Maker in a given market.

debt security bid price

Model-Generated Definition:

Definition: A price quoted for purchase of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.

debt security delivery

Model-Generated Definition:

Definition:

debt security interest amount

Model-Generated Definition:

A kind of timed parameter.

Definition: The amount of interest paid out on a debt security at a given point in time.

debt security interest payment terms

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has formula any number of occurrences of interest calculation formula.
  • auto reinvestment any number of occurrences of True Or False.
  • pay in kind any number of occurrences of True Or False.
  • pro rated any number of occurrences of True Or False.
  • first interest accrual date any number of occurrences of date.
  • first interest payment date any number of occurrences of date.
  • interest payment frequency any number of occurrences of frequency.
  • compounding frequency any number of occurrences of frequency.
  • dated date any number of occurrences of date.
  • last interest payment date any number of occurrences of date.

Definition: Terms defining the interest or Coupon to be paid on a security.

debt security offer price

Model-Generated Definition:

Definition: A price quoted for sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.

debt security price

Model-Generated Definition:

A kind of security price. A valid occurrence may have the following properties:

Definition: The price of a Debt Instrument at some point in time.

debt security quote price

Model-Generated Definition:

Definition: A price quoted for purchase or sale of a quantity of a debt security in the marketplace. This may be either the OTC market or a securities exchange or a composite market consisting of several exchanges or trading facilities.

debt side

Model-Generated Definition:

A kind of claim, liability, and owing side. A valid occurrence satisfies the following necessary conditions:

  • is position in respect of at least one occurrence of debt.
  • is debt to at least one occurrence of creditor.

Definition: Money which is owed by one party (the Debtor) to another party (the Creditor) at some point in time, as seen from the perspective of the Debtor.

debt stake in fund

Model-Generated Definition:

A kind of stake in fund. A valid occurrence satisfies the following necessary condition:

Definition: A stake held in a fund by way of a Bond Unit.

debt terms (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/debt terms)

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence may have the following properties:

  • governs payment of any number of occurrences of any type.

Definition: contract terms that specify the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other

debt terms (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/debt terms)

Model-Generated Definition:

A kind of contract terms set.

Definition: Terms setting out the formal rights and obligations of borrower and lender under a contract in which funds are lent from the one party to the other.

debt yield to average life

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

  • has outlook period at least one occurrence of average life.

Definition: The yield achieved by substituting a bond's average life for the issue's final maturity date.

debt yield to equivalent life

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

Definition: The yield achieved by substituting a bond's equivalent life for the issue's final maturity date.

debt yield to maturity

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

  • has outlook period at least one occurrence of maturity.

Definition: The internal rate of return an investor would achieve if he or she purchased that bond at its current dirty price, and held it to maturity, assuming all coupon and principal payments are received as scheduled.

debt yield to next call

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

  • has outlook period at least one occurrence of next call.

Definition: The yield of a bond to the next possible call date.

debt yield to worst

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

  • has outlook period at least one occurrence of worst call.

Definition: Yield to the worst case of when the instrument might be called.

debtor

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

  • has identity any number of occurrences of legal person.
  • owes any number of occurrences of debt.

Definition: a party that owes a debt

DebtRelativeValueSelection

Model-Generated Definition:

Definition: A relative value of a debt instrument at some point in time. This is exhaustively either par value, a discount or a premium.

decimal price quotation

Model-Generated Definition:

Definition: The price is quoted in decimal

declaration

Model-Generated Definition:

Definition: Some formal communication in which some party makes a statement to the reader or the world at large about some fact or occurrence.

deemed parent

Model-Generated Definition:

A kind of voting shareholding company. A valid occurrence satisfies the following necessary condition:

  • defining ownership threshold at least one occurrence of Percentage.

Definition: A party which is deemed to be a "Parent" for some purpose, as defined by some specific ownership threshold other than that defined for Parent i.e. other than 50% + 1 voting share.

deemed subsidiary

Model-Generated Definition:

A kind of controlled company. A valid occurrence satisfies the following necessary condition:

  • defining ownership threshold at least one occurrence of Percentage.

Definition:

default interest obligation

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

  • default interest compounding basis any number of occurrences of date period.
  • default interest applicable any number of occurrences of True Or False.

Definition: Obligation in respect of defaults in the performance of any payment obligation.

default proceeding type selection

Model-Generated Definition:

Definition: (1) Default amount (2) Property Sale (3) Loss amount (4) Recoveries (5) Professional Negligence

default rate

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence may have the following properties:

Definition: The rate at which holders of loans in the pool default on those loans.

defaulting party

Model-Generated Definition:

Definition:

deferred loan

Model-Generated Definition:

A kind of disbursed loan. A valid occurrence may have the following properties:

Definition:

defined conditions payout commitment

Model-Generated Definition:

Definition: A commitment which is only made when certain defined conditions are met. Further notes: Like all contractual commitments, the details of the commitment (and in this case, the conditions) are defined in the corresponding Contractual Terms. These set out what the commitment is and what the conditions are under which it is to be met. Term introduced in order to support digital and other exotic options. Note this is similar to but distinct from commitments where the specific nature of the commitment (typically a cashflow) is defined by resolving some mathematical formula i.e. where the commitment to do something is not conditional but the precise monetary amounts (payment, settlement) are.

degree of control

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

  • has percentage control any number of occurrences of percentage.
  • has percentage control any number of occurrences of percentage.

Definition: the degree of control one entity has over another

delegated legal authority

Model-Generated Definition:

A kind of legal capacity.

Definition: institutionalized and legal power inherent in a particular job, function, or position that is meant to enable its holder to successfully carry out his or her responsibilities, where such power has been delegated through some formal means

delinquency borrower facts (please review)

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review). A valid occurrence satisfies the following necessary condition:

Definition: Facts about the borroewr in the event of some delinquency.

delinquent loan

Model-Generated Definition:

A kind of disbursed loan. A valid occurrence may have the following properties:

Definition: A loan which is an active loan (in Repayment phase), which is in default.

deliver cash (from package /Release/Derivatives/Derivatives Contracts/OTCInstruments/deliver cash)

Model-Generated Definition:

A valid occurrence may have the following properties:

  • payment type any number of values of String.
  • delivery date any number of occurrences of date.
  • delivery amount any number of occurrences of monetary amount.

Definition:

deliver cash (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/deliver cash)

Model-Generated Definition:

Definition: commitment to deliver cash at the earliest available date as per settlement convention

deliverable obligation

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

Definition: An asset which is to be delivered as settlement of a CDS deal.

deliverable obligation buyer

Model-Generated Definition:

Definition: The party which is obligated to purchase the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER

deliverable obligation seller

Model-Generated Definition:

Definition: The party which is obligated to sell the Deliverable Obligation in the event that the CDS Contingent Transaction takes place. Deifnition Origin:SMER

deliverable underlier

Model-Generated Definition:

A kind of underlier.

Definition: The Underlying of a Derivatives Contract, which may also be delivered on exercise or expiry of that contract.

delivery method

Model-Generated Definition:

A kind of method.

Definition: The means or process used in delivering something.

delivery obligation

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

  • subject to other provisions any number of occurrences of True Or False.

Definition: Obligation to make deliveries on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.

delivery terms (from package /Provisional/Foundations/Transactions/SupplyTransactions/delivery terms)

Model-Generated Definition:

A kind of supply transaction terms. A valid occurrence may have the following properties:

  • scheduled delivery date any number of values of any type.

Definition:

delivery terms (from package /Release/Derivatives/Derivatives Contracts/DerivativesBasics/delivery terms)

Model-Generated Definition:

Definition:

delta

Model-Generated Definition:

A kind of options greek.

Definition: First derivative of option value with respect to theoretical price is a delta (or on a position). Theoretical price

deposit account

Model-Generated Definition:

A kind of banking product and investment or deposit account. A valid occurrence satisfies the following necessary conditions:

Definition: an account that provides a record of money placed with a depository institution for safekeeping and management

depositary bank

Model-Generated Definition:

A kind of Bank.

Definition: A bank which is set up and authorized to issue Depositary Receipts.

depositary receipt issuer

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

Definition: The party which is the issuer of a Depository Receipt in some jurisdiciton.

depository institution

Model-Generated Definition:

Definition: any financial institution engaged in the business of receiving deposits from the public or other institutions, other than trust funds

depreciation

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

derivative contract party

Model-Generated Definition:

A kind of contract party and contractual transaction party. A valid occurrence satisfies the following necessary conditions:

Definition: a party to a derivative instrument

derivative instrument

Model-Generated Definition:

A kind of contractual economic agreement, economic contract, and financial instrument. A valid occurrence satisfies the following necessary conditions:

Definition: a financial instrument that confers on its owners certain rights or obligations, whose value is derived from one or more underlying assets

derivative spread

Model-Generated Definition:

Definition:

derivative transaction terms

Model-Generated Definition:

Definition: the contract terms for a derivative transaction, covering payment or delivery by either party to the other

derivatives broker

Model-Generated Definition:

Definition: A party which is party to the transaction between entities which are not on the Derivatives Exchange. The Broker is then also a member of the Exchange (see Trading PArticipant), and in this context is the one who carries out the deals on the exchange, and who settles his margin daily. These may poarticipate in the OTC market also, where they just get a fee for introdiucing them. In formal exchanges, the Broker is doing th edeal, and the fact that the deal is passed on to others is a separate transaction, which they are also party to.

derivatives clearing

Model-Generated Definition:

A kind of derivatives listing.

Definition: The service... This is correect - this role applies the same to Futures and Options contracts on derivatives exchanges. This is always on a Futures Exchange. There are similar terms / facilities for options traded on a Stock Exchange. Also American v European by implication of the nature of the underlying i.e. whether it's a stock or a futures contract.

derivatives close time

Model-Generated Definition:

A kind of valuation time type.

Definition:

derivatives delivery cash

Model-Generated Definition:

Definition: Cash settlement involves paying the difference between the futures price and the spot price of the underlying asset

derivatives delivery physical

Model-Generated Definition:

Definition: Delivery means physically delivering the underlying asset on the agreed date. Term in an options or futures contract which requires the actual underlying asset to be delivered upon the specified delivery date, rather than being traded out with offsetting contracts.

derivatives delivery squaring off

Model-Generated Definition:

Definition: Squaring off means taking a position opposite your initial one. For example, you square off the purchase of a gold futures contract by selling the identical contract.

derivatives delivery type

Model-Generated Definition:

A kind of delivery method.

Definition: Type of delivery for a traded futures or options contract; the way in which a contract is settled in the event of expiry or exercise.

derivatives exchange

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Exchange where futures contracts and options on futures contracts are traded.

derivatives listing

Model-Generated Definition:

A kind of marketplace service. A valid occurrence may have the following properties:

Definition: A listing of an instrument on a derivatives exchange. The listing is a product of the individual exchange.

derivatives price determination method

Model-Generated Definition:

Definition: Method by which prices are arrived at for derivatives securities (futures or options).

derived price

Model-Generated Definition:

A kind of debt security price.

Definition: Any price which is derived from some other source or calculation rather than being the price at which something actually traded or was quoted.

derived quantity

Model-Generated Definition:

A kind of quantity kind. A valid occurrence satisfies the following necessary condition:

Definition: a quantity kind, in a system of quantities, that is not a base quantity of the system but may be defined in terms of base quantities of the system

derived unit

Model-Generated Definition:

A kind of measurement unit. A valid occurrence satisfies the following necessary condition:

  • is derived from exactly one occurrence of base unit.

Definition: a measurement unit for a derived quantity

desired result

Model-Generated Definition:

Definition: End that is a state or target that an autonomous agent intends to maintain or sustain Editorial Note: Original definition from BMM, which is too narrow (defined only in context of business) states: "end that is a state or target that the enterprise intends to maintain or sustain" Definition Adapted From: BMM

determined date

Model-Generated Definition:

Definition: Date determined by some means or method at some time in the future, such as by applying roll rules to a business calendar.

determined temporal entity

Model-Generated Definition:

A kind of determined temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:

Definition:

determined temporal thing

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

Definition:

difference (from package /Release/Indices And Indicators/Economic Indicators/EconomicIndicators/difference)

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary condition:

Definition: a quantity by which amounts differ; the remainder left after subtraction of one value from another

difference (from package /Informative/Foundations/Math/Math/difference)

Model-Generated Definition:

A kind of comparison.

Definition: The difference between two numerical parameters.

Dimension

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition:

Dimension Vector

Model-Generated Definition:

Definition:

direct expense

Model-Generated Definition:

A kind of expenditure.

Definition: Cost of Sales

Direction

Model-Generated Definition:

Definition:

dirty price

Model-Generated Definition:

A kind of debt security price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

disbursed loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

discharging event

Model-Generated Definition:

A kind of transaction business event. A valid occurrence satisfies the following necessary conditions:

Definition: The event in which the

disclosure requirement (please review)

Model-Generated Definition:

Definition: Requirement for disclosure to borrowers or potential borrowers. There are two kinds of disclosure requirement: 1. Disclosure about the information held on the borrower 2. Disclsure about the product.

discount curve to use

Model-Generated Definition:

A kind of curve to use.

Definition: This is a working note from ongoing reviews.

discount value

Model-Generated Definition:

Definition: A discount to the face (or par) value i.e. a value which is less than the par value of the instrument.

discounted c p

Model-Generated Definition:

A kind of commercial paper. A valid occurrence satisfies the following necessary condition:

Definition: A Discounted CP is similar to a Treasury Bill except the maturity is 270 days or less. Therefore (draft definition): A Money Market instrument (short term debt instrument) issued by a corporation for the purposes of raising funds. This is tradable and accretes interest i.e. it is a Discounted Instrument. It has a maturity of 270 days or less.

discounted instrument

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition:

discounted instrument yield

Model-Generated Definition:

Definition: Yield quoted for a discount instrument. This is the ratio of the discount to the face value, divided by the period to maturity as a fraction of a year.

Discounted Value

Model-Generated Definition:

A kind of Measured Value.

Definition:

discrete physical thing

Model-Generated Definition:

A kind of physical item.

Definition: Some physical item with well defined physical extent.

dispersion leg

Model-Generated Definition:

A kind of realized variable leg. A valid occurrence satisfies the following necessary condition:

Definition:

dispersion leg terms

Model-Generated Definition:

Definition: Either leg of a Dispersion Swap. This is a structure defining one or other underlying component of a Dispersion Swap.

dispersion swap contract

Model-Generated Definition:

A kind of swap.

Definition:

dispersion swap index constituents leg terms

Model-Generated Definition:

A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:

Definition: The side of a dispersion swap where the underlying is a defined sub-set of an index, i.e. a set of constituents of that index.

dispersion swap index leg terms

Model-Generated Definition:

A kind of dispersion leg terms. A valid occurrence satisfies the following necessary condition:

Definition: The side of a dispersion swap which has a particular index as its underlying. Further notes: This is a leg of a dispersion swap, which is defined by the index itself. This may be set against the other leg which is made up of a defined part of that index. Review comment: aren't really legs.

dispersion swap transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

disposition right

Model-Generated Definition:

A kind of right.

Definition: The right to dispose of a thing as one sees fit

disputed territory

Model-Generated Definition:

Definition:

distressed ratings downgrade

Model-Generated Definition:

Definition: The fact that the rating of the reference obligation is downgraded to a distressed rating level. Further notes: From a usage standpoint, this credit event is typically not applicable in case of RMBS trades. A credit event. FpML full definition: 'A credit event. Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.'

distributing share class

Model-Generated Definition:

A kind of fund share class unit. A valid occurrence may have the following properties:

  • holder may reinvest any number of occurrences of True Or False.

Definition:

distribution

Model-Generated Definition:

Definition:

distribution by payment

Model-Generated Definition:

Definition: Distribution by payment of a monetary amount.

distribution by reinvestment

Model-Generated Definition:

Definition: Distribution by reinvestment in the same equity or fund.

distribution by security

Model-Generated Definition:

Definition: Pay by Security

distribution method

Model-Generated Definition:

A kind of method.

Definition: The means by which monies or benefits accruing from the possession of something are distributed to the holders of that thing.

dividend adjustment period

Model-Generated Definition:

A kind of date period.

Definition: A period used to calculate the Deviation between Expected Dividend and Actual Dividend in that Period.

dividend conditions

Model-Generated Definition:

Definition: Conditions governing the payment of dividends to the receiver of the equity forward.

dividend leg dividend period

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A part of a Dividend Leg, which is the dividend period and the terms relating to this.

dividend period

Model-Generated Definition:

Definition: A dividend payment period.

dividend stream

Model-Generated Definition:

A kind of simple return stream. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • special dividend terms applicable any number of occurrences of True Or False.
  • declared cash equivalent dividend percentage any number of occurrences of Percentage.
  • declared cash dividend percentage any number of occurrences of Percentage.
  • has component at most one occurrence of special dividend leg term.
  • material dividends applicable any number of occurrences of True Or False.

Definition: The Floating Payment Leg of a Dividend Swap. Swap dividend payment rates. Earlier notes this behaves very like a variance swap but instead of betting in pure variance you take a bet on dividend. What practically in one of these: The difference between th ereal life dividend and the one you think it should be. so I say it should bte 2% over the next 10 years, so I swap 2% for the actual dividend amount So then there is one single payment at the end which nets these up. So in the above example ... they are usually 3 month or 6 month contracts, so if for instance th edividend if quarterly, there might be 2 dividends where the difference is netted up at the end.for example. (Us 1/4ly usually , Eur 6 months). Depends on the company's articles of association etc. e.g. Unilever is 6 mo)/ Structurally, Div Swap corr Swap and Var Swap are structured similarly, with one strike at the beginning. Strike may be expressed in terms of the (price) variance (the variance of the returns) , the correlation between typically 2 underlyers. or the dividend for each of these three types of swap respectively. 17 march Dividend is a flow based on a share, so is this not the same as a Return Swap in that the dividend is the return on the dividend? Also recall that with stocks themselves, there is no comitment by the issuer to pay the dividends. FpML: 'Dividend leg.'; 'Floating Payment Leg of a Dividend Swap.'

dividend terms

Model-Generated Definition:

A kind of company equity terms. A valid occurrence may have the following properties:

Definition:

dividends distribution method

Model-Generated Definition:

A kind of distribution method.

Definition: The method by which amounts owing to a holder of an equity or a fund, are distributed, e.g. by payment of a monetary amount or by reinvestment in the same company or fund.

division

Model-Generated Definition:

Definition: a part of a company, such as a line of business, that may have separate accounting or reporting requirements

document (from package /Informative/Foundations/Information/Documentation/document)

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • document becomes document any number of occurrences of document.

Definition: An information deliverable created in the course of some business process, and with some lifecycle independent of its use to communicate the information therein.

document (from package /Release/Foundations/Arrangements/Documents/document)

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has date of issuance any number of occurrences of date.
  • has expiration date any number of occurrences of date.

Definition: something, such as a recording or a photograph, or a writing that can be used to furnish evidence or information

document information

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

Definition: Information about a document which is not in the document.

document status

Model-Generated Definition:

A kind of status.

Definition: Type or status of a document, specifically Draft or final. Not the same as versioning of a revision-controlled formal document.

domestic market

Model-Generated Definition:

Definition: Bonds issued and traded in the country to which the debt and currency apply.

domestic ultimate parent

Model-Generated Definition:

Definition: an organization that is recognized as the ultimate parent of a given company within the country or jurisdiction of incorporation; this relationship may or may not be present, i.e. in the case of a company that has no parent

down

Model-Generated Definition:

A kind of Direction.

Definition:

draft

Model-Generated Definition:

A kind of written contract.

Definition: A draft is a legally binding order by one party (the drawer) to a second party (the drawee) to make payment to a third party (the payee). A simple example is a bank check -which is simply an order directing a bank to pay a third party. The three parties don't have to be distinct. For example, someone might write himself a check as a simple means of transferring funds from one bank account to another. In this case, the drawer and payee are the same person. When a draft guarantees payment for goods in international trade, it is called a bill of exchange. A draft can require immediate payment by the second party to the third upon presentation of the draft. This is called a sight draft. Checks are sight drafts. In trade, drafts often are for deferred payment. An importer might write a draft promising payment to an exporter for delivery of goods with payment to occur 60 days after the goods are delivered. Such drafts are called time drafts. They are said to mature on the payment date. In this example, the importer is both the drawer and the drawee. Definition source: riskglossary.com

draft contract

Model-Generated Definition:

A kind of draft document. A valid occurrence satisfies the following necessary condition:

Definition: A document which, once agreed to be such by some parties, may become a contract between those parties. Term origin:SR Modeling

draft document

Model-Generated Definition:

A kind of document. A valid occurrence satisfies the following necessary conditions:

Definition: A document which is self identified as being a draft for a later formal iteration of this same document as a formal document, formal contract or other formal document.

draft document part

Model-Generated Definition:

A kind of written information.

Definition: A section or component of a document that is in draft; this is later to to be a part of a formal document. Ahead of formal release of that document this part may be originated, reviewed or managed as a separate information deliverable.

drawing rights purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

driver's license

Model-Generated Definition:

A kind of identity document.

Definition: an official document which states that a person may operate a motorized vehicle, such as a motorcycle, car, truck or a bus, on a public roadway

duration (from package /Informative/Foundations/Time/Time/duration)

Model-Generated Definition:

Definition: A length of time, whether known or unknown

duration (from package /Release/Foundations/Dates And Times/FinancialDates/duration)

Model-Generated Definition:

A kind of time interval. A valid occurrence may have the following properties:

  • has duration value any number of values of string.

Definition: an interval of time of some specific length

duration analytic

Model-Generated Definition:

A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

Definition: Weighted average time to receipt of all the payments.

duration description

Model-Generated Definition:

A kind of temporal measure. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • multiplier any number of occurrences of Number.

Definition: The description of a Duration in terms of numbers of days, hours, years etc.

duration description in calendar days

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

  • has calendar denomination at least one occurrence of calendar day.

A valid occurrence may also have the following properties:

Definition:

duration description in calendar temporal unit

Model-Generated Definition:

A kind of duration description. A valid occurrence satisfies the following necessary condition:

Definition: Duration Description for Durations that are denominated in Days, Months and Years only (these may be calendar days or business days).

duration determination

Model-Generated Definition:

Definition:

duration determination in days

Model-Generated Definition:

Definition:

duration of more than one year

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

Definition:

duty

Model-Generated Definition:

A kind of legal construct.

Definition: some obligation which exists and is imposed on some individual

dwelling capacity

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating how many dwellings some property has

DwellingCapacity

Model-Generated Definition:

A kind of classifier.

Definition: A category indicating how many dwellings some property has.

E
e d m council convention

Model-Generated Definition:

Definition:

e t option premium

Model-Generated Definition:

A kind of security price. A valid occurrence satisfies the following necessary condition:

Definition: The amount that is paid for an option. That's for the whole contract. Units: The premium is a monetary amount; the rate is a percentage.

early exercise commitment

Model-Generated Definition:

Definition: The commitment to exercise the option ahead of the expiry date under given conditions as laid out in the Barrier Feature terms of the Option contract.

early termination date

Model-Generated Definition:

Definition:

early termination date determining agent

Model-Generated Definition:

A kind of date determining agent. A valid occurrence satisfies the following necessary condition:

Definition:

economic agreement

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

Definition:

economic commitment

Model-Generated Definition:

A kind of mutual commitment. A valid occurrence satisfies the following necessary conditions:

Definition: Some Commitment which forms part of the subject of some Transaction, being an undertaking by one or other of the parties to the transaction, extended to the other party to that same transaction.

economic context

Model-Generated Definition:

Definition:

economic contract

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A contract relating to and governing an economic transaction between two parties.

economic contract commitment

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

Definition: Terms underlying the contract for a transaction.

economic indicator

Model-Generated Definition:

A kind of statistical measure. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has series origin any number of occurrences of date.
  • has release date any number of occurrences of date.
  • has periodicity any number of occurrences of recurrence interval.

Definition: a statistical measure of some economic activity in the context of a statistical area (region), used for analysis of economic performance and predictions of future performance

economic indicator publisher

Model-Generated Definition:

A kind of statistical information publisher. A valid occurrence satisfies the following necessary conditions:

Definition: a statistical information publisher that publishes economic news, including economic indicators

economic news release

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary condition:

Definition: published statistical information that is about economic indicators and possibly other economic news

economic rate observable

Model-Generated Definition:

A kind of rate based observable. A valid occurrence satisfies the following necessary conditions:

Definition:

economic rate qualified timed value (please review)

Model-Generated Definition:

Definition:

economic region

Model-Generated Definition:

A kind of geopolitical group.

Definition:

economic resource

Model-Generated Definition:

A kind of Reference Material. A valid occurrence satisfies the following necessary conditions:

Definition: Anything that can bought sold or exchanged.

economic transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Some exchange of some items of economic value between two parties (economic agents).

economic value

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • is value of at least one occurrence of asset.

Definition:

edge corporation

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: a corporation chartered by the Federal Reserve to engage in international banking and financial operations

effective duration

Model-Generated Definition:

A kind of duration analytic.

Definition:

effective yield

Model-Generated Definition:

Definition:

electricity commodity

Model-Generated Definition:

A kind of energy commodity.

Definition: Electricity as a commodity.

electronic funds transfer service

Model-Generated Definition:

A kind of financial service.

Definition: a service involving any transfer of funds other than a transaction involving a paper instrument, that is initiated through an electronic terminal, telephone, or computer and that orders or authorizes a financial institution to debit or credit an account

electronic price determination method

Model-Generated Definition:

Definition: Other price determination method. More information required.

email address

Model-Generated Definition:

A kind of virtual address.

Definition: a virtual address for communication via email

emancipated minor

Model-Generated Definition:

A kind of minor.

Definition: a minor who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account outside the control of a parent or guardian

employed population

Model-Generated Definition:

Definition: a subset of the civilian labor force considered to be employed during the reporting period

employment situation establishment survey

Model-Generated Definition:

A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:

Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to businesses, and is, for the most part, seasonally adjusted

employment situation household survey

Model-Generated Definition:

A kind of employment situation survey. A valid occurrence satisfies the following necessary condition:

  • has context at least one occurrence of household.

Definition: a survey conducted on a regular basis that presents analytical information related to the labor force of a given statistical area, surveyed with respect to households, and is, for the most part, seasonally adjusted

employment situation survey

Model-Generated Definition:

Definition: a survey conducted on a regular basis that presents analytical information focused on the employment characteristics of a given statistical area

employment status

Model-Generated Definition:

Definition: Possible employment statuses for adult human beings.

employment-population ratio

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing the ratio of the employed population with respect to the overall civilian non-institutional population of a given economy for some specified period

end of day price

Model-Generated Definition:

A kind of security price.

Definition:

end of the month

Model-Generated Definition:

Definition: a business recurrence interval that indicates the last day of a calendar month, regardless of the length of that month

end-of-day market rate

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary condition:

Definition: a measure of the price level (value) of a given market rate of the end of the business day for a specific date

Energy

Model-Generated Definition:

Definition:

energy commodity

Model-Generated Definition:

Definition: A commodity which relates to the provision or distribution of energy.

energy flows delivery

Model-Generated Definition:

Definition: Financial Transmission Rights.

energy physical delivery

Model-Generated Definition:

Definition: Delivery of oil, gas and electricity.

energy transmission rights

Model-Generated Definition:

A kind of energy commodity.

Definition: Rights to the transmission of power across an electricity distribution network.

enterprise

Model-Generated Definition:

A kind of functional business entity and institutional unit. A valid occurrence satisfies the following necessary conditions:

Definition: a functional business entity that produces and/or sells goods or services

enterprise population

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary condition:

  • has member at least one occurrence of enterprise.

Definition: a statistical universe consisting of enterprises designed for the purposes of supporting surveys such as those used as the basis for employment and producer price indices

entire call

Model-Generated Definition:

A kind of call of issue.

Definition:

entire or partial call choice

Model-Generated Definition:

Definition:

entitlement

Model-Generated Definition:

Definition: a financial instrument that provides the holder the privilege to subscribe to or to receive specific assets on terms specified

entitlement rights instrument

Model-Generated Definition:

A kind of derivative instrument and security. A valid occurrence may have the following properties:

  • expiry date any number of values of any type.

Definition: A security giving the holder of that security the entitlement to purchase or sell back to the issuer new securities or some other commodity or instrument at a predetermined price.

entity controlling party

Model-Generated Definition:

A kind of controlling party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Some party which is able to direct the activities of some business entity.

entity credit event

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary condition:

Definition: Some Credit Event which is defined with reference to the Reference Entity.

entity owner

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

Definition: a party that has some ownership interest in some entity

entity ownership context

Model-Generated Definition:

A kind of ownership. A valid occurrence satisfies the following necessary condition:

Definition: the context of ownership by some party of an interest in some formal organization

equal treatment right (please review)

Model-Generated Definition:

Definition: The right to equal treatment under the law.

equities basket index constituent

Model-Generated Definition:

Definition: An index which makes up a part of a Basket.

equities basket share constituent

Model-Generated Definition:

A kind of securities basket constituent. A valid occurrence may have the following properties:

  • number of shares any number of occurrences of Whole Number.
  • percentage any number of occurrences of Percentage.

Definition: A security which makes up a part of the Basket.

equities mixed basket

Model-Generated Definition:

A kind of mixed basket. A valid occurrence satisfies the following necessary condition:

Definition: A basket which has a mix of constituents which are shares and equity indices.

equities single name basket

Model-Generated Definition:

A kind of basket of securities. A valid occurrence satisfies the following necessary condition:

Definition: A basket of securities consisting only of equities securities (publicly issued and traded shares).

equities statistical price

Model-Generated Definition:

A kind of financial instrument analytical parameter and price analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • applicable period any number of occurrences of date period.

Definition: Analytics about prices, as determined by markets, exchanges or data providers.

equity

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • represents an interest in exactly one occurrence of any type.

A valid occurrence may also have the following properties:

Definition: the value of an ownership interest in property, including shareholders equity in a business

equity apportionment terms set

Model-Generated Definition:

A kind of contract terms set.

Definition: Terms setting out the apportionment of equity in some formal business organization.

equity asset

Model-Generated Definition:

A kind of security holding. A valid occurrence may have the following properties:

  • has identity any number of occurrences of share.

Definition: The holding of equity securities in a portfolio.

equity basket

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Any basket of equity consituents. This may be a basket of shares, of equity indices or a basket which is mixture of both.

equity basket observable

Model-Generated Definition:

A kind of equity observable.

Definition:

equity basket option annex

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An annex to an Equities Basket Option, setting out in detail the composition of the Basket.

equity basket option o t c contract

Model-Generated Definition:

A kind of equity option o t c contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • nearest index provision any number of occurrences of True Or False.

Definition:

equity claim

Model-Generated Definition:

A kind of r e a claim.

Definition: Needs to be unpicked Equity represents ownership in some venture. You own a piece of the assets of the venture, which gives you a claim on those assets. there is parallel to the discharging of obligations and rights in a transaction, in there here, the obligation/right continues to exist until or unless the venture is wound up.

equity conversion terms

Model-Generated Definition:

A kind of company equity terms and conversion terms. A valid occurrence satisfies the following necessary condition:

  • specifies conversion into (please review) at least one occurrence of security.

A valid occurrence may also have the following properties:

  • number of securities any number of occurrences of Whole Number.
  • conversion date any number of occurrences of date.

Definition: Contractual specifications when an Equity security can be converted to another security (usually of the same issuer).

equity correlation swap contract

Model-Generated Definition:

A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:

Definition: no definition FpML (unusable): A correlation swap.

equity derivative contract

Model-Generated Definition:

A kind of asset derivative contract. A valid occurrence satisfies the following necessary condition:

Definition:

equity dividend payment

Model-Generated Definition:

Definition:

equity dividend swap

Model-Generated Definition:

A kind of equity derivative contract and swap. A valid occurrence satisfies the following necessary condition:

Definition: No definition FpML: Specifies the structure of the dividend swap transaction supplement.

equity exchange published price

Model-Generated Definition:

A kind of share price. A valid occurrence may have the following properties:

  • published by any number of occurrences of any type.
  • trading date any number of occurrences of date.
  • applicable trading period any number of occurrences of exchange trading session.
  • depth of order book any number of occurrences of Whole Number.

Definition: A price determined by and published by an exchange, based on some parameters applied to actual prices of trades or offers on that exchange during the present day or to the present time. Question: do the ECNs have all these as well? Note that some of these kinds of price (e.g. High Low), may also exist for the Market as a whole - these are a separate meaning.

equity forward buyer

Model-Generated Definition:

Definition: The party that buys this forwward contract, that is the party which pays for this instrument and receives the rights defined by it.

equity forward cash settlement

Model-Generated Definition:

A kind of forward cash settlement terms set. A valid occurrence may have the following properties:

  • settlement method election any number of values of string.
  • price source any number of values of string.

Definition:

equity forward contract

Model-Generated Definition:

A kind of equity derivative contract and forward contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Definition needed

equity forward delivery commitment

Model-Generated Definition:

Definition: The commitment to deliver an equity underlying at the maturity of an OTC Equity Forward contract.

equity forward seller

Model-Generated Definition:

Definition: The party that sells or writes this forward instrument, that is the party which grants the rights defined by this instrument and in return receives a payment for it.

equity forward transaction

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

Definition: A transaction in which one party commits at the present to delivery of an equity security or securities or cash equivalent in the future.

equity fund

Model-Generated Definition:

A kind of fund. A valid occurrence satisfies the following necessary condition:

Definition: A fund which invests in at least 85% shares.

equity future

Model-Generated Definition:

A kind of equity derivative contract and financial future. A valid occurrence may have the following properties:

Definition: A Futures instrument which is based on an equity security or securities, specifically a publicly issued and traded share.

equity future share underlying

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

Definition: A share which is the underlying of an Equities Future contract.

equity future standardized terms set

Model-Generated Definition:

A kind of financial future standardized terms set. A valid occurrence may have the following properties:

Definition: A set of standard terms for equity futures contracts, as set out by the derivatives exchange. Equity Futures contracts issued by and traded on that exchange will take on these terms or override them.

equity index constituent

Model-Generated Definition:

Definition: A constituent of the Equity Index.

equity index observable

Model-Generated Definition:

A kind of equity observable.

Definition:

equity index option o t c contract

Model-Generated Definition:

A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • contract multiplier any number of occurrences of Number.

Definition: An option in which the underlyer is an equity index.

equity index option strike terms set

Model-Generated Definition:

A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:

Definition: The strike price in respect of an index option transaction, is the level of the relevant index specified or otherwise determined in the transaction; This can be expressed either as a percentage of notional amount or as an absolute value.

equity index option underlying

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

Definition: The inderlying of the equity index option, which is a reference index consisting of shares.

equity instrument

Model-Generated Definition:

A kind of security.

Definition: a financial instrument representing an ownership interest in an entity or pool of assets

equity instrument issue information

Model-Generated Definition:

Definition: Information about the Issuance of an Equity Security, which is maintained throughout the life of the Security.

equity issuance process information

Model-Generated Definition:

A kind of traded instrument issuance process information (please review). A valid occurrence satisfies the following necessary condition:

Definition:

equity linked bond

Model-Generated Definition:

Definition: A bond where the bond is based on the return on an equity over time i.e. the price and dividend payments i.e. the total return (similar to total return swaps).

equity listing

Model-Generated Definition:

A kind of security listing.

Definition: The listing of an equity security (stock) on an equities exchange or multilateral trading facility.

equity o t c basket option transaction

Model-Generated Definition:

Definition:

equity o t c option transaction

Model-Generated Definition:

Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.

equity observable

Model-Generated Definition:

A kind of asset underlier. A valid occurrence satisfies the following necessary condition:

Definition: An equity underlying component, which can be either a single equity asset, an equity index, or a custom basket of equity assets.

equity option

Model-Generated Definition:

A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Equity options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of stock at a set price at a future time.

equity option call transaction

Model-Generated Definition:

Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the equity underlying or some cash equivalent thereof, as defined in the option contract.

equity option entitlement

Model-Generated Definition:

A kind of contractual right.

Definition: The entitlements to the holder, comprised in an option contract or transaction supplement. FpML: 'The number of shares per option comprised in the option transaction supplement.' In FpML this is an either / or: Either a whole number representing the number of shares per option, or a multiplier to be applied to an index underlyer (and, presumably, a basket underlyer)

equity option exercise terms set

Model-Generated Definition:

Definition: Contractual terms setting out the price or level at which the Equity option is to be struck.

equity option o t c contract

Model-Generated Definition:

A kind of equity derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Definition needed

equity option put transaction

Model-Generated Definition:

Definition: A transaction which is defined in an equity options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the sale of the equity underlying or some cash equivalent thereof, as defined in the option contract.

equity option underlying

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

Definition: The equity security that must be delivered when the option contract is exercised.

equity portfolio

Model-Generated Definition:

A kind of fund portfolio.

Definition: A portfolio which has at least 85% exposure to shares.

equity price quotation method

Model-Generated Definition:

A kind of method.

Definition: How a price is quoted.

equity priority terms

Model-Generated Definition:

A kind of company equity terms. A valid occurrence satisfies the following necessary condition:

Definition: Terms setting out the priority of a given class of Equity. These are the terms under which the holder of that class of equity has a call on the equity in the event of the issuing entity being wound up.

equity reference index

Model-Generated Definition:

A kind of reference index. A valid occurrence satisfies the following necessary condition:

Definition: A benchmark or reference index the constituents of which are exclusively Equity securities.

equity reference index basket

Model-Generated Definition:

Definition: The basket of securities which makes up the Equities Reference Index.

Equity Release

Model-Generated Definition:

Definition:

equity return swap contract

Model-Generated Definition:

A kind of equity derivative contract and return swap contract. A valid occurrence satisfies the following necessary condition:

Definition: No definition FpML has no distinct product type for this, instead the schema for Return Swaps has content which is an Equity Swap Transaction Supplement.

equity security delivery

Model-Generated Definition:

Definition:

equity stake in fund

Model-Generated Definition:

A kind of stake in fund. A valid occurrence satisfies the following necessary condition:

Definition: A stake held in a fund by way of a Share Class Unit.

equity valuation

Model-Generated Definition:

A kind of underlying valuation. A valid occurrence satisfies the following necessary condition:

Definition: The act of valuation of an equity underlying (share, basket or index) during the life of an OTC equity option or forward.

equity valuation calculation agent

Model-Generated Definition:

A kind of calculation agent.

Definition: The entity which carries out the valuation of an asset underlying an equity forward or option, or from which the valuation of the underlying is to be taken.

equity variance swap contract

Model-Generated Definition:

A kind of equity derivative contract and statistical swap contract. A valid occurrence satisfies the following necessary condition:

Definition: no definition FpML (unusable): Specifies the structure of a variance swap.

equity voting rights terms

Model-Generated Definition:

A kind of company equity terms. A valid occurrence satisfies the following necessary condition:

Definition: Terms setting out the voting rights of the Holder.

equity-based de jure control

Model-Generated Definition:

Definition: De Jure controlling interest in an entity which is based on the holding of some form of equity in that entity.

equivalent life analytic

Model-Generated Definition:

A kind of life analytic. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

equivalent yield calculation method

Model-Generated Definition:

A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:

  • is default in at least one occurrence of bond market.

Definition:

escrow agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: An agent which acts in escrow for the delivery of some Deliverable Obligation in the context of some CDS contract.

esoteric a b s

Model-Generated Definition:

A kind of cash asset backed security instrument. A valid occurrence satisfies the following necessary condition:

Definition: An asset backed security based on some underlying promised future cashflow.

establishment

Model-Generated Definition:

A kind of institutional unit. A valid occurrence satisfies the following necessary conditions:

Definition: an enterprise (or part of an enterprise) that operates from a single physical location

establishment employment

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

Definition: the total number of persons who work in or for the establishment including working proprietors, active business partners and unpaid family workers, as well as persons working outside the establishment when paid by and under the control of the establishment, for example, sales representatives, outside service engineers and repair and maintenance personnel

establishment population

Model-Generated Definition:

A kind of enterprise population. A valid occurrence satisfies the following necessary condition:

Definition: a subset of the enterprise population focused on establishments

Ethnicity

Model-Generated Definition:

A kind of classifier.

Definition: A category based on a cultural factors, including nationality, regional culture, ancestry, and language

ethnicity

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • has broader transitive at least one occurrence of ethnicity.
  • has broader transitive at least one occurrence of ethnicity.
  • classifies at least one occurrence of natural person.

Definition: a category based on a cultural factors, including nationality, regional culture, ancestry, and language

Euro Interbank Offered Rate

Model-Generated Definition:

A kind of interbank offered rate. A valid occurrence satisfies the following necessary condition:

  • has publisher at least one occurrence of any type.

Definition: a daily interbank offered rate based on the averaged interest rates at which Eurozone banks offer to lend unsecured funds to other banks in the euro wholesale money market (or interbank market)

Euro LIBOR

Model-Generated Definition:

Definition:

eurobond market

Model-Generated Definition:

Definition: The non domestic market (note this does not relate to the Euro as a currency).

Euroclear Clearstream common code

Model-Generated Definition:

A kind of registry identifier.

Definition: a 9-character alphanumeric securities identifier, issued in Luxembourg, jointly by Euroclear and Clearstream

eurodollar deposit

Model-Generated Definition:

Definition: A US dollar deposit or other currency deposit made outside the US or the country that issues that currency.

European Economic Area branch

Model-Generated Definition:

A kind of credit institution.

Definition: a branch of a credit institution authorised in another European Economic Area (EEA) country that has the right to passport its activities

european exercise convention

Model-Generated Definition:

A kind of exercise dates convention. A valid occurrence may have the following properties:

  • exercise date any number of occurrences of date.

Definition: A feature of an option that stipulates that the option may only be exercised a stated Exercise Date. Therefore, there can be no early assignment with this type of option.

examiner

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary conditions:

  • has identity exactly one occurrence of legally capable person.
  • is played by at least one occurrence of any type.
  • is played by at least one occurrence of any type.
  • is played by at least one occurrence of any type.
  • is played by at least one occurrence of any type.

Definition: a party appointed by, and who has the capacity to act as an official representative of, a regulatory agency to provide examination, review, and other regulatory services

exchange

Model-Generated Definition:

A kind of facility. A valid occurrence satisfies the following necessary conditions:

Definition: any organization, association, or group of persons, whether incorporated or unincorporated, which constitutes, maintains, or provides a market place or facilities for bringing together purchasers and sellers of securities or for otherwise performing with respect to securities the functions commonly performed by a stock exchange as that term is generally understood, and includes the market place and the market facilities maintained by such exchange

exchange and listing service

Model-Generated Definition:

A kind of financial service. A valid occurrence may have the following properties:

Definition: a trading and (optionally) listing service for the purposes of securities trading

exchange business day type

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes only stock exchange business days.

exchange futures price

Model-Generated Definition:

Definition:

exchange identifier

Model-Generated Definition:

A kind of market identifier.

Definition: an identifier allocated to a securities exchange

exchange opening price

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

  • opening price method any number of occurrences of Text.

Definition: The value at the beginning of trading or opening of the market.

exchange options price

Model-Generated Definition:

A kind of traded security published price. A valid occurrence satisfies the following necessary condition:

Definition: options prices types: Bid Ask There is also a bid/ask spread exchange will quote option price as a premium rate. e.g. I ill pay you 2% of face value of underlying trade. That turns into a price (Premium = face x that 2%). OTC uses volatility to get to premium value.

exchange rate

Model-Generated Definition:

A kind of monetary measure and rate. A valid occurrence satisfies the following necessary conditions:

  • has dealt currency exactly one occurrence of currency.
  • has base currency exactly one occurrence of currency.

A valid occurrence may also have the following properties:

Definition: a rate at which one currency can be exchanged for another

exchange rate timed value (please review)

Model-Generated Definition:

A kind of market parameter timed value (please review). A valid occurrence may have the following properties:

  • value (please review) any number of occurrences of Number.

Definition:

exchange rate underlying

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

exchange security trading status

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

Definition: The trading status of a security on a given trading exchange.

exchange traded bond price

Model-Generated Definition:

A kind of debt security price and exchange traded security price. A valid occurrence may have the following properties:

  • has applicable period any number of occurrences of date period.
  • price is traded any number of occurrences of True Or False.
  • takes account of quote size any number of occurrences of Whole Number.
  • exchange traded bond price has value any number of occurrences of timed percentage.
  • price determination method any number of occurrences of Text.

Definition:

exchange traded equity index option

Model-Generated Definition:

A kind of equity derivative contract and exchange traded option contract. A valid occurrence satisfies the following necessary conditions:

Definition: Equity Index options offer the investor an opportunity to either capitalize on an expected market move or to protect holdings in the underlying instruments. The difference is that the underlying instruments are indexes.

exchange traded option contract

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

exchange traded option transaction

Model-Generated Definition:

Definition:

exchange traded security

Model-Generated Definition:

A kind of listed security and trading registered security. A valid occurrence satisfies the following necessary conditions:

Definition: a listed security that may be traded on a particular exchange

exchange traded security price

Model-Generated Definition:

A kind of traded security published price. A valid occurrence satisfies the following necessary conditions:

Definition:

exchange traded warrant

Model-Generated Definition:

A kind of exchange traded security and warrant. A valid occurrence satisfies the following necessary condition:

Definition: A warrant which is traded on a securities exchange.

exchange trading session

Model-Generated Definition:

Definition:

exchange-specific securities registry

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a registry used by a securities exchange in managing the security identifiers and related information that it registers and manages

exchange-specific securities registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in an exchange-specific securities repository

exchange-specific security identification scheme

Model-Generated Definition:

A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an identification scheme used by a securities exchange in issuing security identifiers

executive

Model-Generated Definition:

A kind of legally delegated authority. A valid occurrence may have the following properties:

Definition: person appointed and given the responsibility to manage the affairs of an organization and the authority to make decisions within specified boundaries

executive board member

Model-Generated Definition:

A kind of Board Member and executive.

Definition: An individual performing the role of a board member of a company who also has executive responsibilities in the company.

executive branch

Model-Generated Definition:

Definition: the branch of government that has its authority and responsibility for the daily administration of the state

exempt issuer

Model-Generated Definition:

A kind of issuer.

Definition: a securities issuer that issues securities that are exempt from certain regulatory reporting requirements

exempt offering

Model-Generated Definition:

A kind of public offering.

Definition: a public offering involving securities that are exempt from certain regulatory reporting requirements, either because the issuer is exempt or the transaction specific to the offering is exempt

exempt transaction

Model-Generated Definition:

Definition: a securities transaction for which there is no requirement to register the transaction with a regulatory agency

exercise dates convention

Model-Generated Definition:

Definition: The date terms determining when the holder or future holder of an option can implement the rights defined in the option.

expenditure

Model-Generated Definition:

A kind of relative cashflow.

Definition:

explicit coupon schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and coupon schedule. A valid occurrence satisfies the following necessary conditions:

Definition: Schedule of itemised coupon payment dates.

explicit date

Model-Generated Definition:

A kind of date.

Definition: a date in which the 'hasDateValue' property is required

explicit date period

Model-Generated Definition:

A kind of date period. A valid occurrence may have the following properties:

Definition: a date period for which the start date, end date, and duration are all explicit

explicit duration

Model-Generated Definition:

A kind of duration.

Definition: a duration for which the 'hasDurationValue' property must be set

explicit interest amount calculation event

Model-Generated Definition:

Definition: the explicit representation of the calculation event in a given period, in which an interest payment is calculated based on the rate (fixed or floating) and the notional amount (in the payment currency, and factored for Fx if necessary), on a given date

explicit recurrence interval

Model-Generated Definition:

A kind of recurrence interval.

Definition: a recurrence interval defined via an explicit duration

explicitly scheduled event

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary condition:

Definition: An event which is scheduled in advance to take place on some specific date.

exposure

Model-Generated Definition:

Definition: the extent to which an individual or organization is unprotected and open to damage, danger, risk of suffering a loss, or uncertainty

expression

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

  • has argument any number of occurrences of constant.

Definition: a finite combination of symbols that are well-formed according to applicable rules

extendable maturity redemption terms set

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

Definition: Terms for the redemption of a security with extendable maturity.

extension provision

Model-Generated Definition:

Definition: contract terms that specify the conditions under which a contract can be extended

extraordinary redemption method

Model-Generated Definition:

A kind of method.

Definition:

extraordinary voting right

Model-Generated Definition:

A kind of voting right.

Definition: The right to vote at extraordinary meetings, as opposed to being able to vote at annual general meetings.

F
f c p

Model-Generated Definition:

Definition: A French fund vehicle type. Designation and definition needed.

f f i e c down 300 prepay speed

Model-Generated Definition:

A kind of prepayment speed.

Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario.

f f i e c up 300 prepay speed

Model-Generated Definition:

A kind of prepayment speed.

Definition: Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "up 300" scenario.

f r n coupon

Model-Generated Definition:

Definition: Mechanism whereby an investor receives income from interest payments, which are usually made periodically. These are for a variable amount based on a specified Interest rate.

f r n date rule

Model-Generated Definition:

A kind of date determination reference rule. A valid occurrence may have the following properties:

  • description any number of occurrences of Text.
  • reference any number of occurrences of Text.

Definition: The rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, as defined in those rules for either or both of 'FRN Convention' and 'Eurodollar Convention'.

f r n terms set

Model-Generated Definition:

A kind of bond variable coupon terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • base offset business days any number of occurrences of Whole Number.

Definition: Terms setting out the interest payments determination and dates for Flating Rate Note interest.

f x forward outright contract

Model-Generated Definition:

A kind of foreign exchange derivative contract and otcinstrument. A valid occurrence may have the following properties:

  • forward rate any number of occurrences of Percentage.

Definition: A forward contract in the forex market that locks in the price at which an entity can buy or sell a currency on a future date. Also known as "outright forward currency transaction", "forward outright" or "FX forward".

face amount certificate company

Model-Generated Definition:

A kind of investment company.

Definition: an investment company which is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or which has been engaged in such business and has any such certificate outstanding

facility (from package /Informative/Foundations/Business/Services/facility)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The means by which some service is provided; something made available to the user of a service by the provider of that service.

facility (from package /Release/Foundations/Places/Facilities/facility)

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • is situated at any number of occurrences of site.

Definition: something that is built, contrived, established, or installed to serve a particular purpose, or make some course of action or operation easier, or provide some capability or service

factor calculation formula

Model-Generated Definition:

A kind of formula.

Definition: Formula for the determination of some variable factor which is then used in subsequent calculations. The result of such a formula is a parameter referred to by another formula.

failure to pay

Model-Generated Definition:

A kind of obligation credit event. A valid occurrence may have the following properties:

Definition: 'A credit event. This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregrate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay.'

failure to pay interest

Model-Generated Definition:

Definition: The failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Interest. FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.'

failure to pay principal

Model-Generated Definition:

Definition: The failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. Further notes: A credit event. ISDA 2003 Term: Failure to Pay Principal.' FpML full definition: 'A credit event. Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.'

family office

Model-Generated Definition:

Definition: a family office as defined in the relevant legislation

farm credit system institution

Model-Generated Definition:

Definition: any federally-chartered financial institution that is supervised, examined, and regulated by the Farm Credit Administration and operates in accordance with the Farm Credit Act of 1971, as amended, 12 U.S.C. 2001 et seq. All Farm Credit System institutions are federally-chartered instrumentalities of the United States.

FDIC Certificate Number

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier issued to a depository institution by the FDIC on approval of that institution's application for insurance

FDIC registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in the FDIC institution directory, a repository of financial institution characteristics collected by the FDIC related to the institutions they insure

federal capital administrative area

Model-Generated Definition:

A kind of geopolitical entity.

Definition: The capital administrative region of a country which is a federation, if the physical area of this region does not form a part of any of the states or pronvinces which make up the federal country.

federal funds rate

Model-Generated Definition:

A kind of overnight rate.

Definition: a reference rate that is the interest rate at which a depository institution lends funds maintained at the Federal Reserve to another depository institution overnight

federal government

Model-Generated Definition:

A kind of national government. A valid occurrence may have the following properties:

Definition: a union of states under a central government distinct from the individual governments of the separate states

Federal Reserve district

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence satisfies the following necessary condition:

Definition: a region of the US identifying the jurisdiction of a Federal Reserve Bank, numbered and named for the city in which that reserve bank is located

Federal Reserve district bank

Model-Generated Definition:

A kind of central bank and Federal Reserve System (FRS) member bank. A valid occurrence satisfies the following necessary condition:

Definition: a Federal Reserve district and member bank, with jurisdiction over a specific region of the US, named for the city in which the reserve bank is located

Federal Reserve district identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier associated with a Federal Reserve district

Federal Reserve System (FRS) member bank

Model-Generated Definition:

Definition: a Federal Reserve member bank

Federal Reserve System (FRS) non-member bank

Model-Generated Definition:

Definition: a financial institution that is not a Federal Reserve member bank

Federal Reserve System (FRS) state member bank

Model-Generated Definition:

Definition: a commercial bank that is state-chartered and a member of the Federal Reserve System

federal state

Model-Generated Definition:

A kind of geopolitical entity.

Definition: a self-governing geopolitical unit which forms part of a wider geopolitical unit that is recognized as a country

federated sovereignty

Model-Generated Definition:

A kind of sovereign state. A valid occurrence satisfies the following necessary conditions:

  • has full sovereignty over at least one occurrence of country.
  • is represented by exactly one occurrence of regional government.
  • has shared sovereignty over at least two occurrences of federal state.

Definition: a political entity characterized by a union of partially self-governing states or regions under a central (federal) government

fee

Model-Generated Definition:

A kind of liability.

Definition:

fee payable

Model-Generated Definition:

Definition:

fee payment leg

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The fee leg in a CDS contract

FHLMC Gold pool

Model-Generated Definition:

Definition:

FHLMC pool

Model-Generated Definition:

Definition:

fibo-fnd-rel-relClassifies_some_fibo-fnd-aap-pplPerson

Model-Generated Definition:

A kind of Ethnicity and Race that can be recognized when an occurrence meets the following condition:

  • at least one occurrence of person.

Definition:

filing for bankruptcy

Model-Generated Definition:

A kind of entity credit event.

Definition: An event in which an organization files for bankruptcy.

finance company

Model-Generated Definition:

Definition: a financial intermediary in the business of making loans to individuals or businesses that obtains its financing from banks, institutions, and other money market sources rather than from deposits

financial asset

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

  • has aquisition price any number of occurrences of price.

Definition: An asset consisting of one or more financial instruments, treated as an asset

financial commitment counterparty

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: Some party with which the company has entered into some formal financial commitments.

financial exposure

Model-Generated Definition:

A kind of exposure. A valid occurrence satisfies the following necessary condition:

Definition: the extent to which an individual or organization is open to risk of suffering a loss in a transaction, or with respect to some investment or set of investments, e.g., some holding; the amount one stands to lose in that transaction or investment

financial future

Model-Generated Definition:

A kind of future instrument. A valid occurrence may have the following properties:

  • unit of trading any number of occurrences of Whole Number.

Definition: A futures contract based on a financial instrument.

financial future standardized terms set

Model-Generated Definition:

A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • unit of trading any number of occurrences of Whole Number.

Definition: A set of standard terms for financial futures contracts, as set out by the derivatives exchange. Financial Futures contracts issued by and traded on that exchange will take on these terms or override them.

financial holding company

Model-Generated Definition:

Definition: a financial entity engaged in a broad range of banking-related activities, created by the Gramm-Leach-Bliley Act of 1999

financial information publisher

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a formal organization acting as a publisher or provider of information related to the financial markets or of interest to financial market participants such as information on economies

financial institution

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary conditions:

Definition: a financial service provider identified as either a government agency or privately owned entity that collects funds from the public and from other institutions, and invests those funds in financial assets, such as loans, securities, bank deposits, and income-generating property

financial instrument (from package /Informative/Foundations/Arrangements Ext/ToolsAndInstruments/financial instrument)

Model-Generated Definition:

A kind of instrument.

Definition: Some financial contract or agreement, described in the context of its use in furthering some investment purpose. Explanatory Note: This is specific to its usage. The term "Financial Instrument" is frequently applied to the contract (as a thing), which might be put to such purpose, rather than to the instrument as it is used as an instrument, which is what is defined by this concept.

financial instrument (from package /Release/Financial Business And Commerce/Financial Instruments/FinancialInstruments/financial instrument)

Model-Generated Definition:

A kind of written contract. A valid occurrence may have the following properties:

Definition: a written contract that gives rise to both a financial asset of one entity and a financial liability or equity instrument of another entity

financial instrument analytical parameter

Model-Generated Definition:

A kind of analytical information. A valid occurrence satisfies the following necessary condition:

Definition: Some measure of a financial instrument, that may be referred to in analysing or understanding that instrument for investment or risk management purposes.

financial instrument classification scheme

Model-Generated Definition:

A kind of classification scheme. A valid occurrence may have the following properties:

Definition: a classification scheme defining a particular classifier for a security, such as the ISO 10962 CFI classification scheme

financial instrument classifier

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary conditions:

Definition: a standardized classifier for a financial instrument based on its type

Financial Instrument Global Identifier (FIGI) registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence may have the following properties:

Definition: an entry in a Financial Instrument Global Identifier (FIGI) registry

financial instrument identification scheme

Model-Generated Definition:

A kind of identification scheme. A valid occurrence may have the following properties:

Definition: a formal definition of the structure and application of a particular set of financial instrument identifiers

financial instrument identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier for a financial instrument

financial instrument tax treatment (please review)

Model-Generated Definition:

A kind of tax treatment. A valid occurrence may have the following properties:

  • exempt (please review) any number of occurrences of True Or False.

Definition: The treatment of the financial instrument for taxation purposes. This is the most general form of tax treatment for financial instruments, including cash.

financial intermediation service

Model-Generated Definition:

A kind of financial service.

Definition: any financial service in which a third party (the intermediary) matches lenders and investors with entrepreneurs and other borrowers in need of capital

financial market information

Model-Generated Definition:

Definition: Information about the financial markets, that is published by some publisher or data vendor.

financial primary market transaction

Model-Generated Definition:

A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary condition:

Definition:

financial product (from package /Release/Financial Business And Commerce/Products And Services/FinancialProductsAndServices/financial product)

Model-Generated Definition:

A kind of product. A valid occurrence satisfies the following necessary condition:

Definition: a product provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry

financial product (from package /Informative/Foundations/Accounting Ext/AccountsMain/financial product)

Model-Generated Definition:

A kind of contractual product.

Definition:

financial risk

Model-Generated Definition:

A kind of risk. A valid occurrence satisfies the following necessary condition:

Definition:

financial risk consequence

Model-Generated Definition:

A kind of impact. A valid occurrence satisfies the following necessary condition:

Definition:

financial securities secondary market transaction

Model-Generated Definition:

A kind of contractual transaction and market transaction. A valid occurrence satisfies the following necessary conditions:

Definition: A Transaction in which some negotiable security is provided in exchange for some Consideration.

financial service

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

Definition: a service provided to consumers and businesses by financial institutions such as banks, insurance companies, brokerage firms, consumer finance companies, and investment companies all of which comprise the financial services industry

financial service account

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

Definition: an account provided by a financial service provider associated with a specific financial product or service

financial service provider

Model-Generated Definition:

A kind of functional entity and service provider. A valid occurrence satisfies the following necessary conditions:

  • has identity exactly one occurrence of any type.
  • has identity exactly one occurrence of any type.
  • provides at least one occurrence of financial service.
  • has identity exactly one occurrence of any type.

Definition: a functional entity either licensed to provide financial services to consumers and/or businesses or established by law to provide financial services, such as a central bank

financial transaction risk

Model-Generated Definition:

A kind of financial risk and operational risk. A valid occurrence satisfies the following necessary condition:

Definition:

financial wellbeing

Model-Generated Definition:

A kind of investment goal.

Definition: The overall balance sheet and well being of the organisation.

finite population

Model-Generated Definition:

A kind of collection.

Definition: a population for which it is possible to count its units

firm commitment offering

Model-Generated Definition:

A kind of securities offering.

Definition: a securities offering whereby the underwriter purchases the securities outright for their own account

first regular coupon date

Model-Generated Definition:

Definition: The scheduled date of the first regular coupon payment, that is the start of payments according to a regular repeating series of coupon periods, after any non standard (long or short) first coupon period in the schedule.

fixed basket

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary conditions:

Definition: a basket of goods and services whose quantity and quality are held fixed for some period of time

fixed basket constituent

Model-Generated Definition:

A kind of basket constituent that can be recognized when an occurrence meets the following condition:

A valid occurrence may also have the following properties:

  • has identity any number of occurrences of good or service.

Definition: a component of a fixed basket

fixed coupon bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary conditions:

Definition: A bond which pays a fixed rate of interest at regular intervals.

fixed float interest rate swap

Model-Generated Definition:

A kind of interest rate swap that can be recognized when an occurrence meets one of the following conditions:

Definition: an interest rate swap in which fixed interest payments on the notional are exchanged for floating interest payments

fixed interest amount

Model-Generated Definition:

A kind of margin.

Definition: The Fixed Interest amount which is the parameter of the Expression. This is the only parameter in this expression.

fixed interest calculation formula

Model-Generated Definition:

Definition: Formula for Fixed Interest.

fixed interest expression

Model-Generated Definition:

A kind of interest calculation expression. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • interest amount any number of occurrences of Percentage.

Definition: Expression of the value of a fixed interest amount.

fixed interest rate

Model-Generated Definition:

A kind of interest rate.

Definition: an interest rate that does not fluctuate over the lifetime of a loan or other debt instrument

fixed interest rate leg

Model-Generated Definition:

A kind of interest rate swap stream terms that can be recognized when an occurrence meets the following condition:

Definition: a swap stream that specifies fixed interest amounts and terms for the payment of that interest

fixed lookback strike formula

Model-Generated Definition:

A kind of strike formula. A valid occurrence satisfies the following necessary condition:

Definition:

fixed lookback strike formula expression

Model-Generated Definition:

A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:

Definition:

fixed lookback strike terms set

Model-Generated Definition:

A kind of lookback strike terms set. A valid occurrence satisfies the following necessary condition:

Definition: Strike terms which reflect the difference between a running maximum value of the observable during the lookback period, and the pre-agreed strike. The agreed settlement is based on the difference between these. Further Notes This is only settled in cash and the strike is predetermined at payoff and the payoff is the max diff between the optimal price and the strike price.

fixed payment leg

Model-Generated Definition:

A kind of swap leg. A valid occurrence may have the following properties:

Definition: the fixed payment leg of a swap such as a dividend swap

fixed rate interest calculation

Model-Generated Definition:

A kind of expression. A valid occurrence satisfies the following necessary condition:

Definition: calculation of the amount of interest due in a given period on a fixed rate IR swap leg

fixed strike amount

Model-Generated Definition:

A kind of observable value. A valid occurrence may have the following properties:

  • fixed strike amount any number of occurrences of Number.

Definition:

fixed strike terms set

Model-Generated Definition:

A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • strike determination date any number of occurrences of date.

Definition: Contractual terms setting out a fixed, pre-agreed price or level at which the option is to be struck.

FixedFloatCrossCurrencyInterestRateSwap

Model-Generated Definition:

Definition:

FixedFloatSingleCurrencyInterestRateSwap

Model-Generated Definition:

Definition:

float-float cross-currency interest rate swap

Model-Generated Definition:

Definition:

float-float interest rate swap

Model-Generated Definition:

A kind of interest rate swap that can be recognized when an occurrence meets one of the following conditions:

Definition: a swap that exchanges cashflows based on two different interest rates

float-float single currency interest rate swap

Model-Generated Definition:

Definition:

floater tranche

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

Definition: A floater tranche is a tranche that is keyed to an index and a spread.

floating interest rate

Model-Generated Definition:

A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:

  • is based on exactly one occurrence of rate.

Definition: a variable interest rate that is based on a specific index or benchmark rate

floating interest rate leg

Model-Generated Definition:

A kind of interest rate swap stream terms that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary conditions:

Definition: a swapstream in which variable interest is paid on some notional amount, linked to some underlying interest reference rate

floating lookback formula expression

Model-Generated Definition:

A kind of lookback formula expression. A valid occurrence satisfies the following necessary conditions:

Definition:

floating lookback strike formula

Model-Generated Definition:

A kind of strike formula. A valid occurrence satisfies the following necessary condition:

Definition:

floating lookback strike schedule

Model-Generated Definition:

A kind of schedule.

Definition:

floating lookback strike terms set

Model-Generated Definition:

A kind of lookback strike terms set. A valid occurrence satisfies the following necessary condition:

Definition:

floating rate fixing value

Model-Generated Definition:

A kind of variable.

Definition: Explicit value of floating interest rate amount during a given calculation period, along with the relevant parameters in its calculation.

floating rate interest calculation

Model-Generated Definition:

A kind of expression. A valid occurrence satisfies the following necessary condition:

Definition:

floating rate note

Model-Generated Definition:

A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:

  • has coupon variable interest terms at least one occurrence of f r n terms set.
  • bond has coupon at least one occurrence of f r n coupon.

Definition: A bond with a variable interest rate based on a published bank interest rate. The adjustments to the interest rate (coupon) are made periodically, usually on a quarterly or monthly basis, and are tied to a certain money-market index. Also known as a "floater".

floating-rate note date

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

Definition: a calculated date associated with a floating-rate note, also known as a floater or FRN, which is a debt instrument with a variable interest rate

floating-rate note date rule

Model-Generated Definition:

Definition: a business day adjustment rule applied to floating-rate note instruments

floor

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

Definition: A building subdivision whose extent is the horizontal extent of the building at that height.

floor determination

Model-Generated Definition:

Definition:

floor loan

Model-Generated Definition:

Definition:

FND-InformationProduct

Model-Generated Definition:

A kind of product.

Definition: A Product that is informational in nature, rather than physical.

fnd-Request

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

  • rel-from at least one occurrence of autonomous agent.
  • fnd-thingRequested at least one occurrence of any type.
  • fnd-thingRequested at least one occurrence of any type.
  • rel-to at least one occurrence of autonomous agent.

Definition: An agent asks another agent for something or to do something.

fnd-Response

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: The act of responding to an Occurrence, often a communication.

fnd-RiskAssesssment

Model-Generated Definition:

A kind of occurrence.

Definition: The occurrence of assessing the risk of something.

FNMA pool

Model-Generated Definition:

Definition:

for profit corporation

Model-Generated Definition:

A kind of corporation. A valid occurrence satisfies the following necessary condition:

Definition: a corporation whose objective is to make money, in other words, to ensure realization of a financial benefit such that the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity

Force

Model-Generated Definition:

Definition:

foreign currency option

Model-Generated Definition:

A kind of exchange traded option contract and foreign exchange derivative contract. A valid occurrence satisfies the following necessary conditions:

Definition: An option on a currency, based on the spot exchange rate of that currency to the currency of the security itself.

foreign exchange derivative contract

Model-Generated Definition:

Definition:

foreign exchange service

Model-Generated Definition:

A kind of financial service.

Definition: a financial service involving the exchange of one currency for another, conversion of one currency for another, and transfer of money from one country to another whereby currency conversion is required

form

Model-Generated Definition:

A kind of written information.

Definition: Written information entered into a physical document or a computer application containing information entered by a person.

formal controlled document

Model-Generated Definition:

A kind of formal document. A valid occurrence may have the following properties:

  • version any number of occurrences of Text.

Definition: A formal document which has applied to it some degree of formal control including version management, as defined within some pre-defined document control process.

formal document

Model-Generated Definition:

A kind of document. A valid occurrence may have the following properties:

  • title any number of occurrences of Text.

Definition: A document which has some self-identified and defined formal status, usually but not necessarily within some pre-defined business process for document formalization.

formal organization

Model-Generated Definition:

A kind of organization. A valid occurrence may have the following properties:

  • is domiciled in any number of occurrences of country.

Definition: An Organization that is recognized in some legal jurisdiction, with associated rights and responsibilities. Examples include a Corporation, Charity, Government or Church.

formal statement

Model-Generated Definition:

A kind of written communication. A valid occurrence satisfies the following necessary condition:

Definition: Some formal written communication, setting out the position of some party or parties about some matter.

formally constituted organization

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Any organization with some formal contractual agreement among its principals

formally constituted organization member

Model-Generated Definition:

A kind of organization member. A valid occurrence satisfies the following necessary condition:

Definition: A member of some formally constituted organization.

formula (from package /Release/Foundations/Utilities/Analytics/formula)

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary condition:

  • has expression at least one occurrence of expression.

Definition: a general fact or rule expressed in letters and symbols; may consist of one or more expressions

formula (from package /Informative/Foundations/Math/Math/formula)

Model-Generated Definition:

A kind of mathematical expression. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • relation any number of occurrences of relation.
  • has textual expression any number of occurrences of Text.

Definition:

formula argument

Model-Generated Definition:

A kind of mathematical thing. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • has operator any number of occurrences of operator.
  • constant any number of occurrences of Number.
  • constant any number of occurrences of Number.

Definition: The Right Hand Side of the Formula.

formula expression

Model-Generated Definition:

A kind of formula part. A valid occurrence satisfies the following necessary condition:

Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.

formula part

Model-Generated Definition:

A kind of mathematical thing.

Definition:

formula subject

Model-Generated Definition:

A kind of formula part. A valid occurrence satisfies the following necessary condition:

Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side.

forward cash conditional delivery commitment

Model-Generated Definition:

A kind of forward cash delivery commitment. A valid occurrence satisfies the following necessary condition:

Definition: Commitment to deliver agreed amountof cash in the event that the option is exercised.

forward cash delivery

Model-Generated Definition:

A valid occurrence may have the following properties:

  • payment type any number of values of any type.
  • delivery date any number of values of any type.
  • delivery amount any number of occurrences of monetary amount.

Definition: 'This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.'

forward cash delivery commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A commitment to deliver a cash amount at an agreed date in the future.

forward cash settlement commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A commitment to settle a cash amount at an agreed date in the future.

forward cash settlement terms set

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • settlement date any number of values of any type.
  • settlement amount any number of occurrences of monetary amount.
  • payment fee type any number of occurrences of Text.

Definition: 'This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.'

forward contract

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • maturity date any number of values of any type.
  • contract size any number of occurrences of Whole Number.

Definition: A cash market transaction in which a seller agrees to deliver a specific cash commodity to a buyer at some point in the future.

forward contract adjustment method

Model-Generated Definition:

A kind of adjustment method.

Definition: Method by which adjustments will be made to the forward contract should one or more of a number of extraordinary events occur.

forward contract buyer

Model-Generated Definition:

Definition:

forward contract seller

Model-Generated Definition:

Definition: A seller of the underlying instrument in a Forward contract.

forward delivery commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A commitment to deliver something at some time or under some terms in the future.

forward delivery terms set

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • delivery date any number of values of any type.
  • cash delivery any number of occurrences of True Or False.
  • forward price any number of occurrences of monetary amount.

Definition: The delivery of something in the future, at an agreed date or dates and under agreed terms.

forward rate agreement

Model-Generated Definition:

Definition: Definition needed.

forward transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A transaction in which one party commits at the present to delivery of something in the future.

forward valuation terms set

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

Definition: Terms for valuation of underlying(s) for a Forward Contract.

foundation

Model-Generated Definition:

A kind of formally constituted organization. A valid occurrence satisfies the following necessary condition:

Definition: A formal foundation. Further Notes Formal definition sought.

foundation agreement

Model-Generated Definition:

Definition: The formal agreement by which the Foundation is governed

founders share

Model-Generated Definition:

Definition: A share which is not tradable and which is held by founders of the compsny. Ths is stock that pre-dates any flotation of the company.

fractional price quotation

Model-Generated Definition:

Definition: Price is quoted as a fraction.

frequency

Model-Generated Definition:

A kind of temporal measure. A valid occurrence satisfies the following necessary condition:

Definition:

FRN date (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/FRN date)

Model-Generated Definition:

A kind of calculated date.

Definition:

FRN date (from package /Release/Securities/Securities/ISDASchedules/FRN date)

Model-Generated Definition:

A kind of calculated date.

Definition:

FRN date rule (from package /Release/Securities/Securities/ISDASchedules/FRN date rule)

Model-Generated Definition:

Definition: a business day adjustment rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, for either or both of 'FRN Convention' and 'Eurodollar Convention'

FRN date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/FRN date rule)

Model-Generated Definition:

Definition: the rule applied to FRN instruments as defined in the ISDA definitions of 2000, Section 4.11, for either or both of 'FRN Convention' and 'Eurodollar Convention'

full faith and credit bond

Model-Generated Definition:

A kind of bond.

Definition: [definition from Wes]

fully amortizing bond

Model-Generated Definition:

A kind of amortizing bond.

Definition: Securities that return principal to investors throughout the life of the security are said to be fully amortizing. They are designed to closely reflect the full repayment of the underlying loans through scheduled interest and principal payments.

Model-Generated Definition:

Definition: Fully paid

functional business entity

Model-Generated Definition:

A kind of functional entity. A valid occurrence satisfies the following necessary condition:

Definition: a business entity defined in terms of its function

functional entity

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary condition:

Definition: any independent party (i.e., person, business entity, governmental entity, or other organization) defined in terms of its function

fund

Model-Generated Definition:

A kind of pool. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • first n a v calculation date any number of values of any type.
  • launch date any number of values of any type.
  • registration date any number of values of any type.
  • sub fund any number of occurrences of True Or False.
  • fund structure any number of occurrences of fund structure.
  • product group description any number of occurrences of Text.
  • closed fund any number of occurrences of True Or False.
  • denomination any number of occurrences of currency.
  • has portfolio any number of occurrences of fund portfolio.
  • determines any number of occurrences of fee payable.
  • inception date any number of occurrences of date.
  • closed end fund any number of occurrences of True Or False.
  • name any number of occurrences of Text.

Definition: Distinct pool of financial instruments managed by a single investment policy.

fund accountant

Model-Generated Definition:

Definition: The party that keeps accounting records of the available assets and liabilities of the Fund. It calculates dealing prices, the Net Asset Value (NAV) of the Fund, and may provide fund performance and tax data. Can be subcontracted by the FundAdministrator.

fund administrator

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:

Definition: Entity that has to fulfil the legal and supervisory requirements of the fund. Responsible for all the business purposes around the investment pool, and so is reponsible for the issuing of the shares.

fund auditor

Model-Generated Definition:

Definition: The party that is in charge of examining and verifying a fund's financial and accounting records as well as supporting documents and fulfilment of legal requirements. Definition origin:EFAMA DD

fund bond class unit

Model-Generated Definition:

A kind of fund unit. A valid occurrence satisfies the following necessary conditions:

Definition: A fund unit which takes the form of debt in that fund.

fund bond unit coupon

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

Definition: A fixed coupon paid out to holders of the Fund Bond Unit.

fund cash distribution policy

Model-Generated Definition:

Definition: Policy for distribution of cash dividends or notes in the event that the fund units have a distribution policy of "Cash" rather than "Reinvestment".

fund classification

Model-Generated Definition:

A kind of classification. A valid occurrence satisfies the following necessary condition:

  • classifies red at least one occurrence of fund.

Definition: The category of the fund according to the asset class. This is a published code by which the Fund is classified. Further notes: Could be EFCF codes. This is the way in which "Type of fund" is articulated.

fund classification scheme

Model-Generated Definition:

A kind of classification scheme. A valid occurrence satisfies the following necessary condition:

Definition: A published scheme for the category of a fund according to the asset class.

fund coupon policy

Model-Generated Definition:

A kind of fund cash distribution policy. A valid occurrence may have the following properties:

  • coupon payment date any number of occurrences of Day And Month.
  • ex coupon date any number of occurrences of Day And Month.
  • coupon payment frequency any number of occurrences of frequency.

Definition: Terms for the expected distribution of bond unit coupons.

fund data provider

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

Definition: A party which supplies market data to a fund.

fund debt

Model-Generated Definition:

Definition: Debt issued by a Fund.

fund depositary

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

  • provides depositary service for at least one occurrence of fund unit.

Definition: The party that holds and safeguards holdings owned by a fund. It is also responsible for compliance of the portfolio with legal ratios etc.

fund distribution policy

Model-Generated Definition:

A kind of policy.

Definition: The overal diustribution policy or policy limitations for the fund itself.

fund distributor

Model-Generated Definition:

Definition: an entity through which a fund may be bought by or for an investor. This may be on a discretionary or advisory basis, or as an execution-only service. Definition origin:EFAMA DD

fund dividend policy

Model-Generated Definition:

A kind of fund cash distribution policy. A valid occurrence may have the following properties:

  • dividend payment frequency any number of occurrences of frequency.
  • ex div date any number of occurrences of Day And Month.
  • dividend payment date any number of occurrences of Day And Month.

Definition: Terms for the expected distributions of dividends.

fund equity

Model-Generated Definition:

A kind of pool equity. A valid occurrence satisfies the following necessary condition:

  • represents an interest in exactly one occurrence of fund.

Definition: A share or proportion of the capital gains in a fund.

fund investment objective

Model-Generated Definition:

A kind of investment goal. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • stated investment aim any number of occurrences of Text.

Definition: The aim of a Fund e.g outperfom a given benchmark.

fund investment policy

Model-Generated Definition:

A kind of policy. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • stipulates benchmark at most one occurrence of benchmark.

Definition: The policy within which the fund acts in order to achieve the stated fund objectives.

fund investment restrictions set

Model-Generated Definition:

A kind of restriction. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • type of securities any number of occurrences of Text.
  • percentage invested any number of occurrences of Percentage.
  • value at risk any number of occurrences of Percentage.
  • minimum rating restriction any number of occurrences of rating.
  • tracking error any number of occurrences of Percentage.

Definition: Limitations that apply to the fund as a whole, such as risk factors. these are used to determine whether the fund is appropriate for a given type of investor to invest in.

fund investor

Model-Generated Definition:

A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:

  • is unit holder at least one occurrence of fund unit.

A valid occurrence may also have the following properties:

  • incurs tax any number of occurrences of funds tax.
  • incurs fees any number of occurrences of fee payable.
  • incurs tax any number of occurrences of funds tax.

Definition: A party which invests in the Fund. It does this by holding some tradable unit (which represents some stake) in that fund.

fund investor type

Model-Generated Definition:

Definition: The type of party that is eligible to invest in a fund.

fund legal contract

Model-Generated Definition:

A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:

Definition: For a fund which is constituted under the law of contract, the contract that embodies the fund legal form.

fund legal form

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The legal form of the fund, eg Joint Stock Company, SPV etc.

fund legal form documentation

Model-Generated Definition:

A kind of constitution.

Definition: For a fund which is constituted under the law of contract, the constitution or articles that define the fund. These are embodied in a Contract.

fund management company

Model-Generated Definition:

Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor or fund manager.

fund manager

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

Definition: The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important decisions related to the fund. Also called fund promotor or fund sponsor. This is a dupliucate of Fund Management Company at the moment

fund order desk

Model-Generated Definition:

A kind of account provider. A valid occurrence satisfies the following necessary condition:

Definition: The Fund Order Desk is a party to the Fund Order Desk Account.

fund order desk physical form document

Model-Generated Definition:

A kind of written information.

Definition: A phsyical form obtained through the main fund order desk.

fund portfolio

Model-Generated Definition:

A kind of investment portfolio. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • incurs transaction fee any number of occurrences of fee payable.
  • incurs any number of occurrences of funds tax.

Definition: An account containing a number of financial instruments along with cash positions in one or more currencies and belonging to a Fund

fund portfolio investment limitations

Model-Generated Definition:

A kind of fund investment restrictions set. A valid occurrence may have the following properties:

  • maximum investment amount any number of occurrences of monetary amount.
  • inclusion any number of occurrences of True Or False.
  • maximum investment percentage any number of occurrences of Percentage.
  • minimum investment amount any number of occurrences of monetary amount.
  • minimum investment percentage any number of occurrences of Percentage.

Definition: Detailed Policy on approximately how the portfolio is to be allocated to achieve the stated investment goals. This underpins the detailed strategy of how to achieve this.

fund portfolio investment policy

Model-Generated Definition:

A kind of policy. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • effective period any number of occurrences of date period.
  • description any number of occurrences of Text.
  • name any number of occurrences of Text.

Definition: Intended allocation of the portfolio to meet the stated investment strategy and goals.

fund price

Model-Generated Definition:

A valid occurrence may have the following properties:

  • determination date any number of occurrences of date.

Definition:

fund processing form

Model-Generated Definition:

A kind of control document. A valid occurrence may have the following properties:

Definition: The form of documentation or control mechanism required for some funds processing activity.

fund processing general terms

Model-Generated Definition:

A kind of fund processing terms. A valid occurrence may have the following properties:

Definition: Formal terms for general processing of the fund. These set out what the investor and the fund may or may not do.

fund processing terms

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • main fund order desk any number of occurrences of True Or False.
  • processing country any number of occurrences of country.
  • dealing frequency description any number of occurrences of Text.
  • effective date any number of occurrences of date.
  • decimal place rounding any number of occurrences of Whole Number.

Definition: Formal terms for processing of the fund. These set out what the investor and the fund may or may not do. These include terms for redemption and subscription processing as well as general processing terms. ISO FIBIM definition: Processing characteristics linked to the instrument, ie, not to the market.

fund promoter

Model-Generated Definition:

Definition: An entity that promotes a fund. May be an investor, pension fund, bank, insurance company or management company

fund prospectus

Model-Generated Definition:

A kind of prospectus. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • stated management fee any number of occurrences of monetary amount.
  • stated distribution fee any number of occurrences of monetary amount.
  • anticipated volatility any number of occurrences of Percentage.
  • stated objective any number of occurrences of Text.

Definition: The Prospectus for the Fund. This is a document made available publicly for potential investors. It will include facts about the fund investment objective, investment focus and other details of the fund. Some of this information becomes binding on the fund once it is issued, while other information is guidelines only.

fund redemption restriction

Model-Generated Definition:

A kind of restriction.

Definition:

fund redemption terms

Model-Generated Definition:

A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • maximum redemption amount any number of occurrences of monetary amount.
  • redemption form any number of occurrences of fund processing form.
  • redemption in amount allowed any number of occurrences of True Or False.
  • redemption period any number of occurrences of date period.
  • maximum redemption units any number of occurrences of Whole Number.
  • redemption cutoff date time any number of occurrences of Date And Time.
  • maximum redemption percentage any number of occurrences of Percentage.
  • redemption dealing frequency any number of occurrences of frequency.

Definition: Formal terms for redemption of units in the fund. These set out what the investor and the fund may or may not do.

fund reinvestment policy

Model-Generated Definition:

A kind of fund unit distribution policy. A valid occurrence may have the following properties:

  • reinvestment frequency any number of occurrences of frequency.

Definition: Terms for the expected reinvestment of profits on fund units.

fund reporting terms

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • first accounting year end date any number of values of any type.
  • accounting year end date any number of occurrences of Day And Month.
  • end of fiscal year any number of occurrences of Day And Month.

Definition: Terms describing the accounting methods and reporting arrangements used by the fund.

fund share class unit

Model-Generated Definition:

A kind of equity instrument and fund unit. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • limited shares are issued any number of occurrences of True Or False.
  • inception date any number of occurrences of date.

Definition: The legal structure in which you can purchase part of an investment pool, defined by a variety of characteristics like investor type, minimum size of investment, distribution type, fee and currency. A fund unit which gives the holder an equity stake in the fund.

fund share class unit dividend

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

Definition: Expected dividend payment from a Fund Unit. REVIEW: Does this apply to the Fund as a whole or to a unit in the fund? This term will be redefined following the Funds model restructuring

fund structure

Model-Generated Definition:

Definition: One of the different ways in which a Fund may be structured.

fund subscription terms

Model-Generated Definition:

A kind of fund processing terms. A valid occurrence satisfies the following necessary condition:

  • relate to at least one occurrence of fund unit.

A valid occurrence may also have the following properties:

  • performance fee any number of occurrences of fee.
  • purchasing fee any number of occurrences of fee.
  • maximum purchasing fee any number of occurrences of fee.
  • subscriptions in amount allowed any number of occurrences of True Or False.
  • switching fee any number of occurrences of fee.
  • subscription period any number of occurrences of date period.
  • minimum subscription units any number of occurrences of Whole Number.
  • redemption fee any number of occurrences of fee.
  • subscription cutoff date time any number of occurrences of Date And Time.
  • minimum initial subscription amount any number of occurrences of monetary amount.
  • minimum initial subscription units any number of occurrences of Whole Number.
  • subscription dealing frequency any number of occurrences of frequency.
  • maximum redemption fee any number of occurrences of fee.
  • minimum subscription amount any number of occurrences of monetary amount.
  • initial application form any number of occurrences of fund processing form.
  • front end load applicable any number of occurrences of True Or False.
  • subsequent application form any number of occurrences of fund processing form.

Definition: Subscription terms for the fund. Further notes: ISO FIBIM, EFAMA DD and FPP combine terms for subscription, redemption and general holding requirements. These have been separated here as they are different kinds of term, but this can be reviewed. Subscription Terms are identified as terms of the fund and not the fund unit, since terms for how you might subscribe can't be binding one someone who has not yet subscribed.

fund supervisory authority

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: The legal entity which supervises the fund or fund industry

fund transfer agent

Model-Generated Definition:

Definition: An entity that undertakes the execution of subscription, redemption and switch orders on behalf of a fund. Definition origin:EFAMA DD

fund unit

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • incurs tax any number of occurrences of funds tax.
  • has issue date any number of occurrences of Calendar Date.
  • has price any number of occurrences of fund price.
  • fund class type identifier any number of occurrences of Text.
  • incurs fees any number of occurrences of fee payable.
  • issue price any number of occurrences of price.
  • has performance any number of occurrences of fund unit performance.

Definition: A unit in a fund, which may be traded and is a contract between the fund and the holder of that unit.

fund unit distribution method

Model-Generated Definition:

A kind of distribution method.

Definition: The normal distribution policy for funds.

fund unit distribution policy

Model-Generated Definition:

A kind of policy. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • distribution with reinvestment any number of occurrences of True Or False.

Definition: Income policy relating to the unit, e.g. if income is paid out or retained in the fund and how this is treated, including distribution policy details for dividends and coupons.

fund unit holder

Model-Generated Definition:

A kind of trust beneficiary. A valid occurrence satisfies the following necessary conditions:

Definition: a party that holds some unit in a fund

fund unit holding

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence may have the following properties:

  • consists of any number of occurrences of fund unit.
  • consists of any number of occurrences of fund unit.

Definition: A holding of a unit in another fund.

fund unit performance

Model-Generated Definition:

A valid occurrence may have the following properties:

  • net or gross of fees any number of values of string.
  • determination date any number of occurrences of date.
  • determination period any number of occurrences of date period.

Definition:

fund units settlement terms convention

Model-Generated Definition:

A kind of security settlement convention. A valid occurrence may have the following properties:

  • settlement period in business days any number of occurrences of Whole Number.
  • redemption cycle in business days any number of occurrences of Whole Number.
  • clear funds required any number of occurrences of True Or False.

Definition: Default settlement terms which may apply to a fund, trading of for units in the fund and for redemption of fund units.

funds

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • refers to exactly one occurrence of currency.

A valid occurrence may also have the following properties:

Definition: monetary resources associated with a currency

funds cash distribution

Model-Generated Definition:

Definition: Accrued income is distributed periodically to the investor.

funds creation

Model-Generated Definition:

A kind of s p v purpose.

Definition: SPV set up for fund management Conesnsus:Review

funds identifier

Model-Generated Definition:

A kind of code element and identifier. A valid occurrence satisfies the following necessary conditions:

  • denotes at least one occurrence of funds.
  • identifies at least one occurrence of funds.

A valid occurrence may also have the following properties:

  • has funds tag any number of values of string.

Definition: the trigraph representing the funds

funds processing

Model-Generated Definition:

Definition: The context of managing and processing funds, issuing funds units etc. This is the context in which the different parties involved in a fund are defined as parties.

funds processing account

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary condition:

Definition: An account used specifically in the processing of funds. Like all accounts this is (per FIBIM definition) a business relationship between two entities; one entity is the account owner, the other entity is the account servicer. Please refer to Financial global model for treatment of accounts relationships in this model.

funds processing party

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

Definition: A party involved in the processing of funds in some way.

funds processing passport

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary conditions:

Definition: The Funds Processing Passport. This is defined as a document. This has terms drawn from elsewhere in the model which are defined as part of the FPP for reasons defined in the FPP descriptions.

funds processing referent

Model-Generated Definition:

A kind of synechdocal thing. A valid occurrence may have the following properties:

Definition:

funds s p v

Model-Generated Definition:

A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:

  • holds at least one occurrence of fund.
  • is set up for at least one occurrence of funds creation.

A valid occurrence may also have the following properties:

  • intended liquidation date any number of occurrences of date.

Definition: A Special Purpose Vehicle (SPV) set up specifically to create an investment fund. It is set up by a company or a group of companies for this purpose. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded.

funds tax

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

future (from package /Informative/Foundations/Time/Time/future)

Model-Generated Definition:

A kind of Tense.

Definition:

future (from package /Release/Financial Business And Commerce/Financial Instruments/FinancialInstruments/future)

Model-Generated Definition:

Definition: a contract that obligates the buyer to receive and the seller to deliver, in the future, the assets specified at an agreed price

future instrument

Model-Generated Definition:

A kind of forward contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • maturity any number of occurrences of date.
  • contract size any number of occurrences of Whole Number.
  • first notice date any number of occurrences of date.
  • last notice date any number of occurrences of date.
  • contract value any number of occurrences of monetary amount.
  • has listing any number of occurrences of futures listing.
  • first delivery date any number of occurrences of date.
  • tick size any number of occurrences of monetary amount.
  • tick value any number of occurrences of monetary amount.
  • last delivery date any number of occurrences of date.
  • security description any number of occurrences of Text.

Definition: Agreement to buy or sell a specific amount of a commodity, a currency or a financial instrument at a particular price on a stipulated future date. A futures contract obligates the buyer to purchase the underlying commodity, currency or financial instrument and the seller to sell it unless the contract is sold to another before settlement date which may happen if a trader waits to take a profit or cut a loss. Further notes: This contrasts with options trading in which the option buyer may choose whether or not to exercise the option by the exercise date. Unlike options, futures convey an obligation to buy. The risk to the holder is unlimited, and because the payoff pattern is symmetrical, the risk to the seller is unlimited as well. Dollars lost and gained by each party on a futures contract are equal and opposite. In other words, futures trading is a zero-sum game. Futures contracts are forward contracts, meaning they represent a pledge to make a certain transaction at a future date. The exchange of assets occurs on the date specified in the contract. Futures are distinguished from generic forward contracts in that they contain standardized terms, trade on a formal exchange, are regulated by overseeing agencies, and are guaranteed by clearinghouses. Also, in order to insure that payment will occur, futures have a margin requirement that must be settled daily. Finally, by making an offsetting trade, taking delivery of goods, or arranging for an exchange of goods, futures contracts can be closed. Hedgers often trade futures for the purpose of keeping price risk in check. Definition origin: Barrons, adapted by EDMC SMER.

future options exercise terms set

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • strike price any number of occurrences of price.

Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.

futures closing price

Model-Generated Definition:

Definition:

futures commission merchant

Model-Generated Definition:

Definition: an individual or organization that which does both of the following: (1) solicits or accepts orders to buy or sell futures contracts, options on futures, retail off-exchange forex contracts, or swaps and (2) accepts money or other assets from customers to support such orders

futures commodity underlying

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

Definition: A negotiable commodity as the underlying of a Futures contract.

futures contract delivery

Model-Generated Definition:

Definition:

futures contract underlying

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: An underlying which is a futures contract.

futures daily settlement price

Model-Generated Definition:

A kind of security price.

Definition: Review whether this exists

futures greek

Model-Generated Definition:

Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.

futures index underlying

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

Definition: An economic rate which is the underlying of a Futures contract.

futures initial trading margin

Model-Generated Definition:

Definition: When you open a futures contract, the futures exchange will state a minimum amount of money that you must deposit into your account. This original deposit of money is called the initial margin.

futures listing

Model-Generated Definition:

A kind of derivatives listing. A valid occurrence satisfies the following necessary conditions:

Definition: A listing of a futures instrument on a derivatives exchange.

futures theta

Model-Generated Definition:

A kind of futures greek.

Definition:

futures trading account holder

Model-Generated Definition:

Definition: A party who has an account for futures trading at a derivatives exchange. Further notes: The trader opens an account with a given amount known as a margin.

futures trading account provider

Model-Generated Definition:

A kind of contract principal. A valid occurrence satisfies the following necessary condition:

Definition: The party which is the principal of the Futures contract. This is the party that sets the terms of the contract.

futures trading margin

Model-Generated Definition:

A kind of timed monetary amount. A valid occurrence satisfies the following necessary condition:

Definition: In the futures market, margin refers to the initial deposit of "good faith" made into an account in order to enter into a futures contract. This margin is referred to as good faith because it is this money that is used to debit any day-to-day losses.

futures transaction

Model-Generated Definition:

A kind of forward transaction.

Definition: A forward settlement transaction which is defined by the Futures market in which they are traded.

futures vega

Model-Generated Definition:

A kind of futures greek.

Definition:

fx call option contract

Model-Generated Definition:

A kind of fx option contract. A valid occurrence satisfies the following necessary conditions:

Definition:

fx forward contract

Model-Generated Definition:

A kind of foreign exchange derivative contract and otcinstrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • fx forward rate any number of occurrences of Number.
  • exchanged currency two any number of occurrences of currency.
  • exchanged currency one any number of occurrences of currency.

Definition: A agreement to deliver and settle a given amount of currency in one currency, in exchange for a given amount in another currency, at an agreed date in the future and at an agreed rate of exchange.

fx forward forward swap

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence may have the following properties:

Definition:

fx forward outright

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:

  • has part at least one occurrence of fx spot.
  • has part at least one occurrence of fx swap.

Definition:

fx forward transaction

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

Definition: A transaction in which cash is exchanged in two currencies at an agreed rate at an agreed date in the future.

fx option

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

fx option buyer

Model-Generated Definition:

Definition:

fx option contract

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

fx option leg

Model-Generated Definition:

Definition: A standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy. FpML A type that is used for describing a standard FX OTC option (European or American) which may be a complete trade in its own right or part of a trade strategy.

fx option seller

Model-Generated Definition:

Definition:

fx option transaction

Model-Generated Definition:

A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:

Definition: Define option as a wrapper. Done on a spot txn, but could logically be others. Adds the right whether or not to go into that.

fx option underlying

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

Definition: The underlying of the foreign currency option is a currency spot rate.

fx put option contract

Model-Generated Definition:

A kind of fx option contract.

Definition:

fx spot

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence satisfies the following necessary condition:

Definition:

fx spot contract

Model-Generated Definition:

A kind of otcinstrument and spot contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • fx spot rate any number of occurrences of Number.
  • buyer currency any number of occurrences of currency.
  • seller currency any number of occurrences of currency.

Definition: The rate of a foreign-exchange contract for immediate delivery. Also known as "benchmark rates", "straightforward rates" or "outright rates", spot rates represent the price that a buyer expects to pay for a foreign currency in another currency.

fx spot settlement commitment

Model-Generated Definition:

A kind of spot settlement commitment. A valid occurrence satisfies the following necessary condition:

Definition: no definition

fx spot transaction

Model-Generated Definition:

A kind of spot transaction. A valid occurrence satisfies the following necessary conditions:

Definition:

FX spot volatility

Model-Generated Definition:

A kind of volatility. A valid occurrence may have the following properties:

Definition: a measure of exchange rate fluctuation

fx swap

Model-Generated Definition:

A kind of o t c fx product. A valid occurrence satisfies the following necessary conditions:

Definition:

fx swap contract

Model-Generated Definition:

Definition:

fx volatility option

Model-Generated Definition:

Definition: An option on the volatility of an FX rate. Further Note: Not found in FpML product definitions or taxonomy.

G
g d p value (please review)

Model-Generated Definition:

A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:

  • has g d p amount (please review) any number of occurrences of dated monetary amount.
  • for year (please review) any number of occurrences of year.

Definition:

gas commodity

Model-Generated Definition:

A kind of energy commodity.

Definition: Combustible hydrocarbon in gasous phase.

gas delivery

Model-Generated Definition:

Definition: Delivery of fuel gas.

general obligation municipal bond

Model-Generated Definition:

Definition: A general obligation bond (GO) is issued by governmental entities and not backed by revenue from a specific project, such as a toll road. A general obligation bond is secured by an issuing government's pledge to use all available resources - even tax revenues - to repay holders of the bond.

general partner

Model-Generated Definition:

A kind of de jure controlling interest party and partner. A valid occurrence satisfies the following necessary conditions:

Definition: a partner in a partnership, who holds some part of the general partner equity and typically is jointly and severally liable with the other partners for the liabilities incurred by that partnership

general partner equity

Model-Generated Definition:

A kind of controlling equity and partnership equity. A valid occurrence may have the following properties:

Definition: Equity in a partnership held by general partners; this is typically accompanied by full liability capability on the part of the holders of the equity.

geographical area

Model-Generated Definition:

Definition: A named and formally defined area of the world defined in terms of its physical extent. Scope Note: A Geographical Area is both a Geographical Feature (some named physical location on Earth) and a Geophysical Location (having two-dimensional extent on the Earth's surface).

geographical feature

Model-Generated Definition:

A kind of physical location. A valid occurrence may have the following properties:

  • name any number of occurrences of Text.

Definition: Some named physical location on Earth, identified geographically such as a specific land area, city or geographical feature. Scope Note: This is usually an alternative way of describing some geophysical extent or location, for example describing a city as a city as distinct from describing the physical extent of that city. Many concepts may therefore extend from this and from Geophysical or Geospatial concepts. For many purposes, modelers may ignore this class. Scope Note: This differs from Geophysical Location in that may include geographical features identified as points on the Earth's surface, or as linear features such as rivers and shorelines.

geographical region

Model-Generated Definition:

A kind of geopolitical group.

Definition:

geolocation coordinates

Model-Generated Definition:

A kind of address. A valid occurrence satisfies the following necessary condition:

Definition: Co-ordinates which uniquely identify some physical location.

geometric mean

Model-Generated Definition:

A kind of mean.

Definition: a mean that indicates the central tendency or typical value of a set of numbers by using the product of their values (as opposed to the arithmetic mean which uses their sum)

geophysical location

Model-Generated Definition:

Definition: Some physical two dimensional extent on the surface of the Earth. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets. Explanatory Note: Some of these locations may also be co-extensive with Geographical Features, the latter being named geophysical lications.

geopolitical entity (from package /Informative/External ontologies/snap/partial/UN-FAOCountry/geopolitical entity)

Model-Generated Definition:

Definition:

geopolitical entity (from package /Release/Foundations/Places/Countries/geopolitical entity)

Model-Generated Definition:

A kind of physical location.

Definition: any country, federal province, city or other administrative unit which is both geographical and political in its identity

geopolitical group (from package /Informative/External ontologies/snap/partial/UN-FAOCountry/geopolitical group)

Model-Generated Definition:

A kind of geopolitical entity.

Definition:

geopolitical group (from package /Informative/Foundations/Places Ext/Geopolitical/geopolitical group)

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:

  • has member at least one occurrence of country.

Definition:

geopolitical organization

Model-Generated Definition:

A kind of geopolitical group.

Definition:

geopolitical special group

Model-Generated Definition:

A kind of geopolitical group.

Definition:

geopolitical territory

Model-Generated Definition:

A kind of geopolitical entity.

Definition:

global market

Model-Generated Definition:

Definition: Definition needed

global ultimate parent

Model-Generated Definition:

Definition: an organization that is recognized as the ultimate parent of the company; this relationship may or may not be present, i.e. in the case of a company that has no parent

GNMA Platinum pool

Model-Generated Definition:

Definition:

GNMA-i pool

Model-Generated Definition:

Definition:

GNMA-II pool

Model-Generated Definition:

Definition:

goal

Model-Generated Definition:

Definition: a desired result that a person, organization or system envisions or plans, or to which it commits, in order to achieve a desired state

good (from package /Release/Foundations/Products And Services/ProductsAndServices/good)

Model-Generated Definition:

Definition: any tangible thing that is not money or real estate

good (from package /Informative/Foundations/Business/ProductsAndServicesExt/good)

Model-Generated Definition:

A kind of bundle of resources. A valid occurrence satisfies the following necessary condition:

Definition:

good faith estimate (please review)

Model-Generated Definition:

Definition: GFE - representation by the lender on the costs and implications of settlement (early termination) of the loan.

goods or services population

Model-Generated Definition:

A kind of statistical universe. A valid occurrence satisfies the following necessary condition:

Definition: a statistical universe consisting of specific goods and/or services designed for the purposes of supporting surveys such as those used as the basis for price indices

government

Model-Generated Definition:

A kind of functional entity. A valid occurrence satisfies the following necessary conditions:

Definition: the system by which a state or community is controlled

government agency

Model-Generated Definition:

A kind of government body. A valid occurrence satisfies the following necessary condition:

Definition: a permanent or semi-permanent organization, often an appointed commission, in the machinery of government that is responsible for the oversight and administration of specific functions

government appointee

Model-Generated Definition:

A kind of executive and government official. A valid occurrence satisfies the following necessary condition:

Definition: an individual appointed by government decree to lead, or participate in some capacity in a government body

government body

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary conditions:

Definition: a formal organization that is an agency, instrumentality, or other body of supranational, national, federal, state, or local government, including certain multijurisdictional agencies and departments that carry out the business of government

government debt issuer

Model-Generated Definition:

A kind of issuer. A valid occurrence satisfies the following necessary conditions:

  • security issuer described as exactly one occurrence of government.
  • is played by at least one occurrence of polity.

A valid occurrence may also have the following properties:

Definition:

government department

Model-Generated Definition:

A kind of government body. A valid occurrence satisfies the following necessary condition:

Definition: a specialized organization responsible for a sector of government public administration

government guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

Definition: Guaranty is provided by a government, e.g. a security is guaranteed by a Government.

government issued bond

Model-Generated Definition:

Definition: a bond issued by some government on behalf of some polity, including sovereign and municipal bonds

government issued debt security

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:

Definition: a debt security issued by some government on behalf of some polity, including sovereign and municipal debt

government minister

Model-Generated Definition:

Definition: a person appointed or elected to a high office in the government

government mortgage agency

Model-Generated Definition:

A kind of functional entity. A valid occurrence satisfies the following necessary condition:

Definition: An agency set up by a government for the purpose of issuing mortgages.

government official

Model-Generated Definition:

A kind of organization member and responsible party. A valid occurrence satisfies the following necessary conditions:

Definition: a person elected or appointed to administer some aspect of a government

Model-Generated Definition:

Definition:

government-issued license

Model-Generated Definition:

A kind of legal document and license. A valid occurrence satisfies the following necessary conditions:

Definition: grant of permission needed to legally perform some task, provide some service, exercise a certain privilege, or pursue some business or occupation

governmental constitution

Model-Generated Definition:

A kind of constitution.

Definition: a set of rules and principles that define the nature and extent of government

grain commodity

Model-Generated Definition:

Definition: A commodity which is a kind of grain, such as wheat.

green bond

Model-Generated Definition:

A kind of bond.

Definition: A green bond is a tax-exempt bond issued by federally qualified organizations or by municipalities for the development of brownfield sites. Brownfield sites are areas of land that are underutilized, have abandoned buildings or are underdeveloped, often containing low levels of industrial pollution.

gross domestic product

Model-Generated Definition:

A kind of economic indicator.

Definition: an economic indicator representing the broadest measure of aggregate economic activity, measuring the total unduplicated market value of all final goods and services produced within a statistical area in a period

gross income

Model-Generated Definition:

A kind of income.

Definition:

gross of fee performance determination method

Model-Generated Definition:

Definition: Performance determined gross of fee. Review: Is this mutually exclusive with the other listed method? It sounds like it is not.

gross sales income

Model-Generated Definition:

A kind of gross income.

Definition:

group

Model-Generated Definition:

A kind of collection. A valid occurrence may have the following properties:

Definition: a collection of autonomous entities

guarantee providing member

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

Definition: an entity that has issued some guarantee for a body incorporated by the issuance of guarantees

guaranteed loan

Model-Generated Definition:

A kind of secured loan. A valid occurrence satisfies the following necessary conditions:

Definition: Loan secured by guaranty.

guarantor

Model-Generated Definition:

A kind of contract third party. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party that guarantees, endorses, or provides indemnity for some obligation on behalf of some other party

guaranty

Model-Generated Definition:

A kind of commitment. A valid occurrence may have the following properties:

  • guaranty takes form of any number of occurrences of Annotation Property Holder.
  • has priority level any number of occurrences of priority level.
  • has guaranteed amount any number of occurrences of monetary amount.
  • holds during any number of occurrences of date period.
  • has priority level any number of occurrences of priority level.
  • has expiration date any number of occurrences of date.
  • guaranty takes form of any number of occurrences of any type.
  • is guaranteed by any number of occurrences of guarantor.
  • is guaranteed by any number of occurrences of guarantor.
  • guaranty takes form of any number of occurrences of any type.
  • has guaranteed amount any number of occurrences of monetary amount.

Definition: a commitment whereby something, such as a debt, cash flows on a debt instrument (e.g., interest payments), or performance of some obligation, is guaranteed if the person or organization with primary liability fails to perform

H
hard credit event

Model-Generated Definition:

Definition: Hard default. This is defined by the event not being repairable.

hedge fund

Model-Generated Definition:

A kind of fund.

Definition: Definition needed Review notes (EFAMA?) Also only closed ended according to regulations. This is not always a kind of closed fund.

high price

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

  • quote size any number of occurrences of Whole Number.
  • applicable period any number of occurrences of date period.
  • price determination method any number of occurrences of Text.
  • traded any number of occurrences of True Or False.

Definition: The highest valuation over the period specified. this can be regarded as a derived price. See also note in LowPrice Difference: different rules used. May be mased on trade OR quote price Analytic or Price?? this is a derived type but with a much simpler rule.

historical information

Model-Generated Definition:

A kind of information.

Definition:

HMDA covered loan contract

Model-Generated Definition:

A kind of mportgage loan contract. A valid occurrence satisfies the following necessary conditions:

Definition: A closed-end mortgage loan or open-end line of credit that is not an excluded transaction for HMDA reporting under US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015. Definition adapted from the Revised HMDA regulatory text.

HMDA disposition

Model-Generated Definition:

A kind of classifier.

Definition: A type of action taken regarding an application for a HMDA covered loan.

HMDA pre-approval request

Model-Generated Definition:

Definition: A PreApproval Request for a home purchase loan up to a certain amount, and subject to certain non-credit related conditions. This commitment is entered into after a comprehensive analysis of the credit worthiness of the borrower is carried out. Adapted from the 2015 Revised HMDA regulation.

HMDA report

Model-Generated Definition:

A kind of report. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • has organization contact information any number of occurrences of contact information.
  • is submitted by any number of occurrences of any type.
  • hasIndividualContactInfo any number of occurrences of ContactInfo.
  • hasOrgContactInfo any number of occurrences of ContactInfo.
  • has individual contact information any number of occurrences of contact information.

Definition: A report prepared to satisfy HMDA regulatory reporting requirements as described US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015. Definition adapted from the Revised HMDA regulatory text.

holders option call

Model-Generated Definition:

Definition:

holding

Model-Generated Definition:

A kind of ownership. A valid occurrence satisfies the following necessary condition:

  • has owned thing at least one occurrence of asset.

Definition: real or personal property (assets), including but not limited to financial assets, to which one holds title and of which one has possession

holding right

Model-Generated Definition:

A kind of right.

Definition: The right to hold a thing

home equity line of credit

Model-Generated Definition:

Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.

home equity line of credit contract

Model-Generated Definition:

A kind of revolving credit contract. A valid occurrence satisfies the following necessary condition:

Definition: A credit line on a house or other property, that can be drawn down and/or paid back by the borrower.

home equity line of credit pool

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary condition:

Definition:

home equity line of credit pool constituent

Model-Generated Definition:

Definition: A line of credit defined as a constituent of a Home Equity Line Of Credit Pool.

home equity line of credit tranche

Model-Generated Definition:

A kind of revolving line of credit tranche. A valid occurrence satisfies the following necessary condition:

Definition:

home equity loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

household

Model-Generated Definition:

A kind of institutional unit. A valid occurrence satisfies the following necessary condition:

  • has member at least one occurrence of person.

A valid occurrence may also have the following properties:

Definition: an individual or small group of persons who occupy a housing unit (such as a house or apartment) as their usual place of residence, who pool some, or all, of their income and wealth and who consume certain types of goods and services collectively, mainly housing and food

housing unit

Model-Generated Definition:

A kind of physical location. A valid occurrence may have the following properties:

Definition: a house, an apartment, a mobile home or trailer, a group of rooms, or a single room occupied as separate living quarters, or if vacant, intended for occupancy as separate living quarters

how submitted

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating whether the applicant or borrower submitted the application for the covered loan directly to the reporting financial institution

hybrid c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence may have the following properties:

Definition: A CDO which combines features both of the cash and synthetic CDO. This is a CDO with tranches of cash and tranches of synthetic underlying assets. Further notes: So for example an issiue of $550 million may have $500 million in an asset pool and an additional $50 million created via a synthetic asset.

I
i c m a yield formula

Model-Generated Definition:

Definition: The calculation method specified by ICMA (formerly ISMA) for determination of yield for fixed-rate bonds.

i oette

Model-Generated Definition:

A kind of agency i o tranche.

Definition: REVIEW: Is this a kind of IO Tranche.

i r option underlying

Model-Generated Definition:

Definition: The underlying on a Commodities Option, which is the corresponding Commodity Future contract on the same exchange.

i r swap transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A transaction in which one interest rate is exchanged for another.

i s o 3 letter country code scheme

Model-Generated Definition:

Definition: [add reference of scheme as ISO Standard plus sub-set]

i s o country code

Model-Generated Definition:

A kind of country code. A valid occurrence satisfies the following necessary conditions:

Definition: The country code standard defined by ISO as ISO 3166. Note that this comes in several defined formats. For dta management purposes the precise format would need to be identified.

i s o standard

Model-Generated Definition:

A kind of technical standard.

Definition: A standard published and mandated by the International Standards Organisation (ISO).

identification

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The context of identification.

identification scheme (from package /Informative/Foundations/Information/Identifiers/identification scheme)

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

  • defines red at least one occurrence of identifier.

Definition: A formal scheme defining identification codes for some purpose.

identification scheme (from package /Release/Foundations/Arrangements/IdentifiersAndIndices/identification scheme)

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

  • defines any number of occurrences of identifier.

Definition: system for allocating identifiers to objects

identifier (from package /Informative/Foundations/Information/Identifiers/identifier)

Model-Generated Definition:

A kind of schematic code. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has identifier code any number of occurrences of Text.

Definition: A textual code which uniquely identifies something.

identifier (from package /Release/Foundations/Arrangements/IdentifiersAndIndices/identifier)

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

Definition: sequence of characters, capable of uniquely identifying that with which it is associated, within a specified context

identifier identification

Model-Generated Definition:

A kind of schematic code identification. A valid occurrence satisfies the following necessary conditions:

Definition: Identification of the scheme under which an Identifier is defined.

identity document

Model-Generated Definition:

A kind of legal document. A valid occurrence satisfies the following necessary conditions:

  • has expiration date exactly one occurrence of date.
  • identifies at least one occurrence of person.
  • is issued by exactly one occurrence of formal organization.
  • has date of issuance exactly one occurrence of date.

A valid occurrence may also have the following properties:

  • verifies place of birth any number of values of string.
  • verifies date of birth any number of values of string.
  • verifies address at most one occurrence of physical address.

Definition: any legal document which may be used to verify aspects of a person's identity

illegal cartel

Model-Generated Definition:

A kind of illegal organization. A valid occurrence may have the following properties:

Definition: A collection of companies that come together to manipulate the market in some way, e.g. price fixing

illegal organization

Model-Generated Definition:

A kind of organization.

Definition: A kind of organization which has been set up specifically to perform illegal acts or has become such

IMM settlement date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/IMM settlement date rule)

Model-Generated Definition:

Definition: settlement dates as defined in the IMM settlement dates calendar

IMM settlement date rule (from package /Release/Securities/Securities/ISDASchedules/IMM settlement date rule)

Model-Generated Definition:

Definition: a settlement date rule as defined in the IMM settlement dates calendar

IMMAUD trading date rule (from package /Release/Securities/Securities/ISDASchedules/IMMAUD trading date rule)

Model-Generated Definition:

A kind of trading date rule.

Definition: a trading date rule defined as the last trading day of the Sydney Futures Exchanges 90-day Bank Accepted Bills Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), one Sydney business day preceding the second Friday of the relevant settlement month

IMMAUD trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/IMMAUD trading date rule)

Model-Generated Definition:

A kind of trading date rule.

Definition: the last trading day of the Sydney Futures Exchanges 90-day Bank Accepted Bills Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), one Sydney business day preceding the second Friday of the relevant settlement month

IMMCAD trading date rule (from package /Release/Securities/Securities/ISDASchedules/IMMCAD trading date rule)

Model-Generated Definition:

A kind of trading date rule.

Definition: a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), Three Month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month

IMMCAD trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/IMMCAD trading date rule)

Model-Generated Definition:

A kind of trading date rule.

Definition: the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), Three Month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month

IMMNZD trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/IMMNZD trading date rule)

Model-Generated Definition:

A kind of trading date rule.

Definition: the last trading day of the Sydney Futures Exchanges NZ 90 day Bank Bill Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), the first Wednesday after the ninth day of the relevant settlement month

IMMNZD trading date rule (from package /Release/Securities/Securities/ISDASchedules/IMMNZD trading date rule)

Model-Generated Definition:

A kind of trading date rule.

Definition: a trading date rule defined as the last trading day of the Sydney Futures Exchanges NZ 90 day Bank Bill Futures Contract (see www.sfe.com.au/content/sfe/trading/con_specs.pdf), the first Wednesday after the ninth day of the relevant settlement month

impact

Model-Generated Definition:

A kind of consequence. A valid occurrence satisfies the following necessary condition:

Definition:

imperial weight measurement unit

Model-Generated Definition:

Definition:

implied forward rate

Model-Generated Definition:

Definition:

in default

Model-Generated Definition:

Definition: The issuer has failed to pay somthing that they are contractually obliged to pay.

in default loan

Model-Generated Definition:

A kind of delinquent loan. A valid occurrence satisfies the following necessary condition:

Definition: Formal notice served.

inactive

Model-Generated Definition:

Definition:

inalienable right

Model-Generated Definition:

A kind of right.

Definition:

incapacitated adult

Model-Generated Definition:

A kind of adult.

Definition: an adult who is legally identified as not having legal capacity, typically as a result of some inherent physical or mental incapacity or as a result of having contracted some illness which temporarily deprives them of such capacity

income

Model-Generated Definition:

A kind of relative cashflow.

Definition:

income accumulation

Model-Generated Definition:

Definition: Accrued income is not distributed and instead remains reflected within the unit/share price.

income from operations

Model-Generated Definition:

A kind of net income.

Definition: Gross Profit

IncomeVerificationMethodSelection (please review)

Model-Generated Definition:

Definition: Selection of possible methods by which borrower's income was determined.

IncorporatedCompanyLegalFormAbbreviation

Model-Generated Definition:

Definition: The textual styling of the legal form of a legally incorporated company, as referred to in the jurisdiction in which it is incorporated and the language of that jurisdiction.

incorporation guarantee

Model-Generated Definition:

A kind of constitution. A valid occurrence satisfies the following necessary conditions:

  • is provided by exactly one occurrence of any type.
  • is provided by exactly one occurrence of any type.
  • has notional amount exactly one occurrence of monetary amount.
  • is provided by exactly one occurrence of Annotation Property Holder.

Definition: A guarantee which is part of the means by which some incorporated entity is incorporated by guarantee.

independent party

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is a party to any number of occurrences of any type.

Definition: any person or organization capable of performing any business party role, such as an individual, a corporation, a partnership, an association, a joint-stock company, a business trust, or an unincorporated organization

independent thing (from package /Informative/Foundations/Information/TemporalInfo/independent thing)

Model-Generated Definition:

Definition:

independent thing (from package /Informative/Foundations/Information/Identifiers/independent thing)

Model-Generated Definition:

Definition:

index

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

  • is index to exactly one occurrence of any type.
  • is member of exactly one occurrence of indexing scheme.

Definition: an indirect shortcut derived from and pointing into, a greater volume of values, data, information or knowledge

index amortizing bond

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

index based coupon bond

Model-Generated Definition:

A kind of variable coupon bond. A valid occurrence satisfies the following necessary conditions:

Definition: A security where the coupon payments fluctuate according to an "Index" in the sense of non Interest rate e.g. inflation rate, GDP.

index derivative instrument

Model-Generated Definition:

A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

index future

Model-Generated Definition:

A kind of financial future. A valid occurrence may have the following properties:

  • multiple any number of occurrences of Number.

Definition: A futures contract on a stock or financial index. For each index there may be a different multiple for determining the price of the futures contract.

index future standardized terms set

Model-Generated Definition:

A kind of financial future standardized terms set. A valid occurrence may have the following properties:

  • multiple any number of occurrences of Number.

Definition: A set of standard terms for index futures contracts, as set out by the derivatives exchange. Index Futures contracts issued by and traded on that exchange will take on these terms or override them.

index linked coupon

Model-Generated Definition:

Definition:

index linked coupon terms set

Model-Generated Definition:

A kind of bond variable coupon terms set. A valid occurrence satisfies the following necessary condition:

Definition:

index linked principal determination terms set

Model-Generated Definition:

A kind of tradable debt security redemption terms set. A valid occurrence satisfies the following necessary conditions:

Definition: Terms for payment of the principal. These link the principal amounts to some underlying index or interest rate.

index linked security

Model-Generated Definition:

A kind of variable principal bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond in which payment of income on the principal is related to a specific price index, such as the Consumer Price Index.

index option exercise terms set

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • strike spread any number of occurrences of Percentage.

Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.

index or basket option entitlement

Model-Generated Definition:

A kind of equity option entitlement. A valid occurrence may have the following properties:

  • multiplier any number of occurrences of Number.

Definition: The entitlements to the holder of a basket or index option, comprised in an option contract or transaction supplement.

index provider

Model-Generated Definition:

A kind of publisher.

Definition:

indexing scheme

Model-Generated Definition:

A kind of arrangement. A valid occurrence may have the following properties:

  • defines any number of occurrences of index.

Definition: system for indexing values, data, information, or knowledge

individual credit rating

Model-Generated Definition:

A kind of credit rating.

Definition:

individual investor

Model-Generated Definition:

A kind of investor. A valid occurrence may have the following properties:

  • has identity any number of occurrences of person.

Definition: an investor that is a person, rather than an organization, who may or may not be considered a qualified investor from a legal perspective

individual person credit rating (please review)

Model-Generated Definition:

A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • borrower rating score type selection (please review) any number of occurrences of Text.
  • borrower rating credit amount (please review) any number of occurrences of monetary amount.
  • borrower rating cured date (please review) any number of occurrences of date.
  • borrower rating credit selection (please review) any number of occurrences of Text.
  • borrower rating score selection (please review) any number of occurrences of Text.
  • borrower rating arrears selection (please review) any number of occurrences of Text.
  • borrower rating type selection (please review) any number of occurrences of Text.
  • borrower rating date (please review) any number of occurrences of date.

Definition: was Borrower Credit Rating

individual unilateral commitment

Model-Generated Definition:

Definition: a commitment made by some party unilaterally to another specific party

industrial bank

Model-Generated Definition:

A kind of Bank.

Definition: a limited service financial institution that raises funds by selling certificates called 'investment shares' and by accepting deposits

industrial products sector

Model-Generated Definition:

Definition: a classifier for a sector of the economy used for price indices focused on major commodities sold by manufacturers in Canada

industry association

Model-Generated Definition:

Definition: An organization which has membership drawn from members of some industry and acts to serve the interests of those members.

industry model convention

Model-Generated Definition:

A kind of convention. A valid occurrence satisfies the following necessary condition:

Definition: Standard conventions which exist in the public domain but are not enshrined in an existing ISO Standard are defined in this model and published as such.

industry sector classification scheme

Model-Generated Definition:

Definition: a system for allocating classifiers to organizations by industry sector

industry sector classifier

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary conditions:

Definition: a standardized classification or delineation for an organization, or possibly for a security representing an interest in a given organization, per some scheme for such delineation, by industry

inflation bond

Model-Generated Definition:

A kind of index linked security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A bond where the principal amount is linked to an index.

inflation bond factor

Model-Generated Definition:

A kind of reference factor.

Definition: The factor which is used in determining the principal on an inflation bond. This is used either in calculating the interest payments, in calculating the principal payback or more typically both. Further notes: This is a dated parameter, that is it varies over time.

inflation bond interest payment terms set

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence may have the following properties:

  • pays variable coupon any number of occurrences of True Or False.

Definition: Terms for the payment of interest on an Inflation Bond.

inflation bond principal repayment terms set

Model-Generated Definition:

A kind of index linked principal determination terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms specifying how the principal amount on an Inflation Bond is to be paid down. Further notes: This is typically but not necessarily with reference to the Inflation rate that is referred to for this bond. Further model action: identify and model terms for the case where the bond principal repayments are not pegged to an inflation rate.

inflation bond variable coupon

Model-Generated Definition:

Definition:

inflation bond variable coupon terms set

Model-Generated Definition:

A kind of bond variable coupon terms set. A valid occurrence may have the following properties:

Definition:

inflation factor expression

Model-Generated Definition:

A kind of formula expression. A valid occurrence satisfies the following necessary condition:

Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula.

inflation factor formula

Model-Generated Definition:

A kind of factor calculation formula. A valid occurrence satisfies the following necessary conditions:

Definition: The formula by which the inflation factor is determined for the bond. This is part of the formula terms.

inflation factor subject

Model-Generated Definition:

A kind of formula subject. A valid occurrence satisfies the following necessary condition:

Definition: The Left Hand Side of the Formula, giving what is being expressed in terms of the Right Hand Side. This is the Inflation Bond Factor.

inflation factor underlying

Model-Generated Definition:

A kind of formula argument. A valid occurrence satisfies the following necessary condition:

Definition: The argument of the Inflation Factor calculation formula, which is the inflation factor itself.

inflation index fall back bond

Model-Generated Definition:

A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:

Definition: A fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8.

inflation index underlying

Model-Generated Definition:

A kind of economic rate observable. A valid occurrence may have the following properties:

Definition:

inflation leg

Model-Generated Definition:

A kind of swap leg.

Definition:

inflation rate

Model-Generated Definition:

A kind of economic indicator. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing a change in prices of goods and services for a specified period, for a given statistical area

inflation rate value (please review)

Model-Generated Definition:

A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:

  • has percentage value (please review) any number of occurrences of Percentage.
  • quoted date (please review) any number of occurrences of date.
  • measurement period (please review) any number of occurrences of duration.

Definition: The inflation rate, as a percentage. This is quoted for a period of time leading up to a specific date or month.

inflation swap contract

Model-Generated Definition:

A kind of swap. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • fallback bond applicable any number of occurrences of True Or False.

Definition: Draft definition: This is a swap instrument which makes reference to an inflation index.

inflation swap transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A transaction in which one leg is based on an inflation rate and the other leg is based on an interest rate (usually or always fixed interest).

influence-based de facto control

Model-Generated Definition:

A kind of de facto control.

Definition: Some influence and control over some entity other than by means of investment in that entity.

influence-based de facto controlling party

Model-Generated Definition:

A kind of de facto controlling interest party. A valid occurrence satisfies the following necessary condition:

Definition: A party which exercises some influence and control over the entity other than by means of investment.

informal organization

Model-Generated Definition:

A kind of organization.

Definition: An organization which is not formally constituted in some way.

information

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Information in any of its forms.

information product

Model-Generated Definition:

A kind of product.

Definition: a product that is informational in nature, rather than physical

information right (please review)

Model-Generated Definition:

Definition: The right to some information in some context, for example when purchasing some product. The right to full and fair disclosure of

informative event (please review)

Model-Generated Definition:

Definition: An event which reflects some change in information about something.

inherent potential

Model-Generated Definition:

A kind of capability.

Definition: The inherent potential to be able do a thing. This is the capability of acquiring the ability to do a thing. Further Notes The synonym "Capacity" for this concept is itself is a homonym of Capacity in the sense of the cubic capacity of some vessel. The thing this is a capability of, is the act of learning or acquiring some other ability.

input producer price index

Model-Generated Definition:

Definition: an economic indicator representing a measure of the rate of change over time in the prices of inputs of goods and services purchased by the producer

instant

Model-Generated Definition:

A kind of temporal entity.

Definition:

instant determination

Model-Generated Definition:

Definition: The determination or adjustment of some instant according to some rule.

instant specification

Model-Generated Definition:

Definition:

institution type

Model-Generated Definition:

A kind of industry sector classifier. A valid occurrence satisfies the following necessary condition:

Definition: a classifier of financial institutions as defined by the National Information Center (NIC) registry

institutional investor

Model-Generated Definition:

A kind of investor.

Definition: an organization that trades large volumes of securities

institutional person

Model-Generated Definition:

A kind of person.

Definition: a person that resides in an institution for some reason, due, for example, to hospitalization, rehabilitation, or incarceration

institutional unit

Model-Generated Definition:

Definition: a party that is capable, in its own right, of owning assets, incurring liabilities, and engaging in economic activities and in transactions with other parties

instrument

Model-Generated Definition:

A kind of purposive thing.

Definition: Something which is used to further some purpose or to measure some variable in furtherance of some purpose. Explanatory Note: This may include more abstract or even relative or mediating things such as contracts, put to some purpose. For example, financial instruments. It also include physical measurement instruments (flow meters etc.) in industrial plant.

instrument aggregate loan analytic

Model-Generated Definition:

A kind of financial instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

Definition: Parameters that describe some feature of loan pools or mortgage pools, aggregated and defined at the level of the instrument (i.e. the tranche or class of security within the issue).

instrument credit rating

Model-Generated Definition:

A kind of investment credit rating. A valid occurrence satisfies the following necessary conditions:

  • rates at least one occurrence of security.
  • rates at least one occurrence of security.

Definition: An Instrument Credit Rating, that is the creditworthiness of the investment as determined by a Ratings Agency.

instrument internal rate of return

Model-Generated Definition:

Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows for the holder of the financial instrument.

instrument issued at par

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • has value at issue at least one occurrence of par value.

Definition: Instrument is issued at par. These instruments are issued at some face value and mature for a value equal to that face value plus interest.

instrument of incorporation

Model-Generated Definition:

A kind of constitution. A valid occurrence satisfies the following necessary conditions:

Definition: Some legal instrument by which some legal entity which is not a natural person is made to exist.

instrument weighted average loan age

Model-Generated Definition:

A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.

instrument weighted average remaining maturity

Model-Generated Definition:

A kind of instrument aggregate loan analytic. A valid occurrence satisfies the following necessary condition:

Definition: The weighted average of the time until all maturities on loans in a mortgage-backed or asset backed security. The higher the weighted average to maturity of the loans, the longer the loans in the security have until maturity.

instrumentality (from package /Informative/Foundations/Law Ext/RegulatoryRestrictions/instrumentality)

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: some law or contract which is instrumental in the existence of some recognized construct such as a restriction

instrumentality (from package /Release/Business Entities/Government Entities/GovernmentEntities/instrumentality)

Model-Generated Definition:

A kind of government body and juridical person. A valid occurrence satisfies the following necessary conditions:

  • is an instrument of at least one occurrence of government.
  • is mandated by at least one occurrence of statute law.

Definition: an organization that serves a public purpose and is closely tied to a government, but is not a government agency

insurance backed guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • policy details any number of occurrences of Text.

Definition: Security is guaranteed by an insurance policy.

insurance company

Model-Generated Definition:

Definition: a non-depository institution whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies, and that provides compensation based on the happening of one or more contingencies

insurance policy

Model-Generated Definition:

A kind of formal document.

Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section. Later notes: also relevant to Mortgage Indemnity Guaranty, taken out by Lender before pooling a mortgage into a security. This may even be what was intended by "Insurance Backed Guaranty" in the original FIBIM terms. To be determined at further review.

insurance service

Model-Generated Definition:

A kind of financial service.

Definition: a financial service in which the insurer promises to provide compensation for specific potential future losses in exchange for a periodic payment

interbank bid rate

Model-Generated Definition:

A kind of interbank rate.

Definition: an interbank rate that is the interest rate at which participating banks are willing to borrow deposits from other banks

interbank mid rate

Model-Generated Definition:

A kind of interbank rate.

Definition: an interbank rate that represents the mid-point between bid and offer rates

interbank offered rate

Model-Generated Definition:

A kind of interbank rate.

Definition: an interbank rate that is the interest rate at which participating banks lend money

interbank rate

Model-Generated Definition:

A kind of reference interest rate. A valid occurrence may have the following properties:

  • has tenor in months any number of values of wholeNumber.
  • has tenor in days any number of values of wholeNumber.

Definition: a reference rate that is the rate of interest charged on short-term loans between banks

interbank rate authority

Model-Generated Definition:

A kind of interest rate authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an interest rate authority responsible for setting the interbank rate

interest

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

  • is interest on at least one occurrence of debt.

A valid occurrence may also have the following properties:

  • has date period any number of occurrences of date period.
  • has interest rate any number of occurrences of interest rate.

Definition: the cost of using credit, or another's money, expressed as a rate per period of time, payable by a debtor to a creditor in consideration of the credit extended to the debtor

interest bearing c p

Model-Generated Definition:

A kind of commercial paper. A valid occurrence satisfies the following necessary condition:

  • has value at issue at least one occurrence of par value.

Definition: Interest Bearing Commercial Paper is sold at par and has interest rate but only pays interest at maturity.

interest calculation expression

Model-Generated Definition:

A kind of formula expression. A valid occurrence satisfies the following necessary conditions:

  • has margin parameter at least one occurrence of margin.
  • has base parameter at least one occurrence of base.

A valid occurrence may also have the following properties:

  • expression any number of occurrences of Text.

Definition: How the Formula is expressed i.e. the Right Hand Side of the Formula. This has separate parameters for Base and Margin. The overall Expression is not modeled but may be additionally described in a free form text field.

interest calculation formula

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary conditions:

Definition: Formula for calculation of Interest.

interest calculation subject

Model-Generated Definition:

A kind of formula subject. A valid occurrence satisfies the following necessary condition:

Definition: The Subject or Left Hand Side of an Interest Calculation Formula. This is by definition the Interest amount.

interest only

Model-Generated Definition:

A kind of amortization type.

Definition:

interest payment terms

Model-Generated Definition:

A kind of debt terms. A valid occurrence satisfies the following necessary condition:

  • governs payment of at least one occurrence of interest.

A valid occurrence may also have the following properties:

Definition: contract terms for payment of interest on a debt

interest rate

Model-Generated Definition:

A kind of monetary measure and rate. A valid occurrence may have the following properties:

Definition: an amount charged, expressed as a percentage of principal, by a lender to a borrower for the use of assets

interest rate authority

Model-Generated Definition:

A kind of financial information publisher and financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: an authority responsible for the publication of some interest rate

interest rate derivative instrument

Model-Generated Definition:

A kind of rate-based derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

interest rate future

Model-Generated Definition:

A kind of financial future.

Definition: An Interest Rate Future is a futures contract with an interest-bearing instrument as the underlying asset.

interest rate future debt underlying

Model-Generated Definition:

A kind of underlying on future. A valid occurrence satisfies the following necessary condition:

Definition: The debt instrument which is the underlying of an Interest Rate Future contract.

interest rate future standardized terms set

Model-Generated Definition:

Definition: A set of standard terms for interest rate futures contracts, as set out by the derivatives exchange. Interest Rate Futures contracts issued by and traded on that exchange will take on these terms or override them.

interest rate observable

Model-Generated Definition:

A kind of rate based observable. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

interest rate option

Model-Generated Definition:

A kind of option contract on futures. A valid occurrence satisfies the following necessary condition:

Definition: An option on some underlying interest rate. If the option is exercised, delivery is in the frorm of the corresponding interest rate future.

interest rate option strike terms set

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms for the exercise of the Interest Rate Option.

interest rate stream event

Model-Generated Definition:

A kind of swap stream event.

Definition:

interest rate swap

Model-Generated Definition:

A kind of interest rate derivative instrument and swap that can be recognized when an occurrence meets one of the following conditions:

Definition: a swap in which the underlier for one or both legs is an interest rate

interest rate swap stream terms

Model-Generated Definition:

A kind of swap leg that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has principal any number of occurrences of principal.

Definition: the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments

interest rate timed value (please review)

Model-Generated Definition:

A kind of market parameter timed value (please review). A valid occurrence may have the following properties:

  • value (please review) any number of occurrences of Percentage.

Definition: The quoted value of the interest rate at the specified time and date. Term agreed; name changed from Interest Rate Value.

interest rate treatment

Model-Generated Definition:

Definition:

interest s t r i p

Model-Generated Definition:

A kind of s t r i p. A valid occurrence may have the following properties:

Definition: A Debt Instrument which consists of the interest component alone, of a Debt Security.

internal rate of return

Model-Generated Definition:

A kind of analytical information. A valid occurrence may have the following properties:

Definition: The discount rate that results in a Net Present Value of zero for a series of future cash flows.

internal value determination

Model-Generated Definition:

Definition:

internally determined price spread

Model-Generated Definition:

A kind of debt price spread.

Definition: The spread determined internally within the organisation from information available at their own trading desks. Further Notes Internal prices within a bank would be determined by surveying their own traders. So e.g. corporate desk trades these 30 bonds, get the daily spreads on those at the end of the day and calculate the price. The traders determine the pricing during the based on market movements. (this is all for OTC traded bonds, not exchange traded bonds).

international depositary receipt

Model-Generated Definition:

A kind of equity instrument and exchange traded security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • multiplier any number of occurrences of Whole Number.
  • number of certificates issued any number of occurrences of Whole Number.

Definition: Certificate which represent ownership of an underlying Equity.

international electronic funds transfer service

Model-Generated Definition:

Definition: an electronic funds transfer (EFT) service involving the transfer of funds across national borders, that may also involve currency conversion

international law

Model-Generated Definition:

A kind of body of law.

Definition: The set of rules generally regarded and accepted as binding in relations between states and nations.

International Money Market (IMM) Australian Dollar (AUD) trading date rule

Model-Generated Definition:

A kind of trading date rule.

Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) 90-Day Bank Accepted Futures and Options product, one Sydney business day preceding the second Friday of the relevant settlement month

International Money Market (IMM) Canadian Dollar (CAD) trading date rule

Model-Generated Definition:

A kind of trading date rule.

Definition: a trading date rule defined as the last trading day / expiration day of the Canadian Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the contract month

International Money Market (IMM) New Zealand Dollar (NZD) trading date rule

Model-Generated Definition:

A kind of trading date rule.

Definition: a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) New Zealand (NZ) 90-Day Bank Accepted Futures and Options product, the first Wednesday after the ninth day of the relevant settlement month

International Money Market (IMM) settlement date rule

Model-Generated Definition:

Definition: a settlement date rule as defined in the International Money Market (IMM) settlement dates calendar

international securities identification number

Model-Generated Definition:

A kind of security identifier. A valid occurrence may have the following properties:

Definition: a security identifier that is defined as specified in ISO 6166, Securities and related financial instruments -- International securities identification numbering system (ISIN)

international securities identification numbering scheme

Model-Generated Definition:

A kind of registration scheme and security identification scheme. A valid occurrence may have the following properties:

Definition: a formal definition of the structure and application of a ISINs as defined in ISO 6166

interpolated price

Model-Generated Definition:

A kind of derived price.

Definition: A price determined by interpolation between available price figures, using some algorithm or curve.

interval

Model-Generated Definition:

A kind of temporal entity. A valid occurrence satisfies the following necessary condition:

  • length at least one occurrence of duration.

Definition: A Proper Interval, i.e. an Interval whose beginnign and end are different Note: we have ignored the distinction in the W3C suggested OWL ontology for Time, which has Interval and Proper Interval as separate types of Thing.

intra day price

Model-Generated Definition:

A kind of security price.

Definition:

inverse floater tranche

Model-Generated Definition:

A kind of floater tranche.

Definition:

investment account

Model-Generated Definition:

A kind of investment or deposit account. A valid occurrence satisfies the following necessary conditions:

Definition: an account that provides a record of deposits of funds and/or securities held at a financial institution

investment advisor

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary condition:

Definition: The party that provides investment guidance at a fee. Definition origin:EFAMA DD

investment bank

Model-Generated Definition:

Definition: a financial service provider that performs a variety of services. Investment banks specialize in large and complex financial transactions such as underwriting, acting as an intermediary between a securities issuer and the investing public, facilitating mergers and other corporate reorganizations, and acting as a broker and/or financial adviser for institutional clients.

investment capital

Model-Generated Definition:

A kind of purposive amount. A valid occurrence satisfies the following necessary conditions:

  • investment capital is application of at least one occurrence of capital.
  • investment capital has purpose at least one occurrence of investment purpose.

Definition: Capital employed for some investment purpose Editorial Note: In one sense, all capital is by definition employed for some investment purpose and this is the meaning of capital. However, this model expresses the concept of capital at two levels of relative use: 1. Capital as an economic resource (something which can be seen to be of come value because it may be put to some purpose ("Capital") 2. Capital when described from the perspective of being used for the purposes for which capital is intended, i.e. investment (whether by a speculative investor, or from the perspective of an entrepreneur as in capitlizing an endeavor). This is given the label "Investment Capital" In day to day usage the word "Capital" ranges across both meanings.

investment company

Model-Generated Definition:

Definition: Any issuer which: (a) is or holds itself out as being engaged primarily, or proposes to engage primarily, in the business of investing, reinvesting, or trading in securities; (b) is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or has been engaged in such business and has any such certificate outstanding; or (c) is engaged or proposes to engage in the business of investing, reinvesting, owning, holding, or trading in securities, and owns or proposes to acquire investment securities having a value exceeding 40 per centum of the value of such issuer's total assets (exclusive of Government securities and cash items) on an unconsolidated basis

investment credit rating

Model-Generated Definition:

A kind of credit rating and published information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The creditworthiness of an investment as determined by a Ratings Agency. Further notes: Anything can be bought and sold can have a rating. Credit rating can be assigned to an instrument, an organization, even a person. The rating is assigned to any kind of instrument that the organization etc. issues. Use Wikipedia credit rating definition Long term, short term and generic ratings The rating differentiates between short and long term (not sure about generic). In all systems these are differentiated. This relates to how long the holder might hold the thing. Or does it? The agencies offer two different servies and you pay 2 different fees for short and long. ACTION: to find The codes themselves are different. So it's not AAA etc. for short term it's something else. so the thing we've been thinking about is actually long term ratings.

investment equity

Model-Generated Definition:

A kind of equity. A valid occurrence satisfies the following necessary condition:

  • is equity held by at least one occurrence of investor.

Definition: equity that represents an ownership interest in some entity, but may or may not take the form of stockholder's equity

investment firm

Model-Generated Definition:

Definition: any legal person whose regular occupation or business is the provision of one or more investment services to third parties and/or the performance of one or more investment activities on a professional basis

investment goal

Model-Generated Definition:

A kind of business goal.

Definition: A goal for which is to be achieved by investments within an investment institution.

investment home loan (please review)

Model-Generated Definition:

Definition: A loan for a second or subsequent property which is taken out for investment purposes.

investment home loan contract (please review)

Model-Generated Definition:

Definition: A loan for a second or subsequent property which is taken out for investment purposes.

Investment Mortgage

Model-Generated Definition:

Definition:

investment or deposit account

Model-Generated Definition:

Definition: an account associated with a product or service that requires the account holder to provide funds for management by the account provider

investment portfolio

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

Definition: An account containing a number of financial instruments along with cash positions in one or more currencies.

investment purpose

Model-Generated Definition:

A kind of purpose.

Definition:

investment regulatory law

Model-Generated Definition:

A kind of statute law.

Definition: A body of law dealing with investment regulation.

investment regulatory requirement

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary condition:

Definition: A requirement laid down in law for investment regulation.

investment restriction

Model-Generated Definition:

A kind of legal restriction. A valid occurrence satisfies the following necessary condition:

  • restriction applies in at least one occurrence of jurisdiction.

A valid occurrence may also have the following properties:

  • has effective period any number of occurrences of date period.

Definition: Restrictions applicable to a financial instrument as provided for in a body of Law.

investment service

Model-Generated Definition:

A kind of financial service.

Definition: a financial service designed to assist investors in using capital to create more money, either through income-producing vehicles or through more risk-oriented ventures to result in capital gains, including but not limited to providing investment advice, asset and portfolio management, brokerage services, and so forth

investment strategy

Model-Generated Definition:

A kind of business strategy. A valid occurrence satisfies the following necessary condition:

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific investment goal.

investment-based de facto control

Model-Generated Definition:

A kind of de facto control. A valid occurrence may have the following properties:

Definition: Control which arises through some investment in some entity, other than as the holding of constitutional equity (shares etc.) in that entity.

investment-based de facto controlling interest party

Model-Generated Definition:

A kind of de facto controlling interest party and investor. A valid occurrence satisfies the following necessary condition:

Definition: A party which exercises some degree of de facto control based on some investment which they hold in the entity.

investor

Model-Generated Definition:

A kind of entity owner. A valid occurrence satisfies the following necessary conditions:

Definition: a party that owns some stake in some organization by way of investment

investor contract

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary condition:

Definition: Contract setting out the terms under which some investor invests in the entity and setting out the rights which are conferred on that investor.

investor domicile type

Model-Generated Definition:

Definition:

investor type

Model-Generated Definition:

Definition:

investors' domicile restriction

Model-Generated Definition:

Definition: a legal holding restriction that specifies where holders of a security may be domiciled

ISDA calculation period (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA calculation period)

Model-Generated Definition:

A kind of date period.

Definition: the number of days from the start of the calculation period to the scheduled end date of the period

ISDA calculation period (from package /Release/Securities/Securities/ISDASchedules/ISDA calculation period)

Model-Generated Definition:

A kind of date period.

Definition: a date period defined as the number of days from the start of the calculation period to the scheduled end date of the period

ISDA calculation period length (from package /Release/Securities/Securities/ISDASchedules/ISDA calculation period length)

Model-Generated Definition:

A kind of explicit duration.

Definition: an explicit duration defined as the number of days from the adjusted effective or start date to the adjusted termination or end date calculated in accordance with the applicable day count fraction

ISDA calculation period length (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA calculation period length)

Model-Generated Definition:

A kind of explicit duration.

Definition: FpML: 'The number of days from the adjusted effective / start date to the adjusted termination / end date calculated in accordance with the applicable day count fraction.'

ISDA FpML non-rolling date (from package /Release/Securities/Securities/ISDASchedules/ISDA FpML non-rolling date)

Model-Generated Definition:

A kind of explicit date.

Definition: an explicit date that equates to a calendar date with no adjustments and with no reference to any date specification

ISDA FpML non-rolling date (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA FpML non-rolling date)

Model-Generated Definition:

A kind of explicit date.

Definition: a date that equates to a calendar date with no adjustments and with no reference to any date specification

ISDA FpML parametric schedule (from package /Release/Securities/Securities/ISDASchedules/ISDA FpML parametric schedule)

Model-Generated Definition:

A kind of regular schedule.

Definition: a parametric schedule as defined and used in FpML messages for swapstreams where interest is accrued and paid

ISDA FpML parametric schedule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA FpML parametric schedule)

Model-Generated Definition:

A kind of regular schedule.

Definition: a parametric schedule as defined and used in FpML messages for swapstreams where interest is accrued and paid

ISDA FpML scheduled event date (from package /Release/Securities/Securities/ISDASchedules/ISDA FpML scheduled event date)

Model-Generated Definition:

A kind of date.

Definition: the date on which the schedule event occurs in some ISDA FpML parametric schedule specification

ISDA FpML scheduled event date (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA FpML scheduled event date)

Model-Generated Definition:

A kind of date.

Definition: the date on which the schedule event occurs in some ISDA FpML parametric schedule specification

ISDA FpML stub period (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA FpML stub period)

Model-Generated Definition:

A kind of schedule stub.

Definition: irregular first and last periods in an ISDA FpML parametric schedule, which are not part of the regular date periodic sequence

ISDA FpML stub period (from package /Release/Securities/Securities/ISDASchedules/ISDA FpML stub period)

Model-Generated Definition:

A kind of schedule stub.

Definition: irregular first and last periods in an ISDA FpML parametric schedule, which are not part of the regular date periodic sequence

ISDA rule determined date (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/ISDA rule determined date)

Model-Generated Definition:

A kind of calculated date.

Definition: a date determined by the application of some rule cited by ISDA

ISDA rule determined date (from package /Release/Securities/Securities/ISDASchedules/ISDA rule determined date)

Model-Generated Definition:

A kind of calculated date.

Definition: a date determined by the application of some rule cited by ISDA

iso financial instrument

Model-Generated Definition:

Definition: Financial instruments are cash, evidence of an ownership interest in an entity, or a contractual right to receive, or deliver, cash or another financial instrument.

issue credit rating

Model-Generated Definition:

A kind of investment credit rating. A valid occurrence satisfies the following necessary condition:

Definition: The creditworthiness of the overall issue as determined by a Ratings Agency.

issued

Model-Generated Definition:

Definition: The security has been issued into the secondary market.

issued and securitized agency mortage pool

Model-Generated Definition:

A kind of agency mortgage pool. A valid occurrence satisfies the following necessary condition:

  • lifecycle state at least one occurrence of issued.

Definition: An agency mortgage pool which has been securitized as part of an agency Mortgage Backed Security.

issued and securitized non agency mortgage pool

Model-Generated Definition:

A kind of non agency mortgage pool. A valid occurrence satisfies the following necessary condition:

  • lifecycle state at least one occurrence of issued.

Definition: A non agency mortgage pool which has been securitized as part of a tranched Mortgage Backed Security.

issued and securitized pool of individual debts

Model-Generated Definition:

A kind of pool of individual debts. A valid occurrence satisfies the following necessary condition:

  • lifecycle state at least one occurrence of issued.

Definition: A pool of individual debts (such as loans or mortgages) which is securitized as part of the issue of some security.

issued debt

Model-Generated Definition:

A kind of debt. A valid occurrence may have the following properties:

Definition: debt that is set out by the borrower in some form of financial security in which the lender is the holder or counterparty of that security

issued equity

Model-Generated Definition:

Definition: externally-held stockholders equity that may be transferred from one party to another

issuer

Model-Generated Definition:

A kind of contract originator. A valid occurrence satisfies the following necessary conditions:

Definition: any party who issues (or proposes to issue, in a formal filing) any financial instrument, where a party can be a natural person, company, government, or political subdivision, agency, or instrumentality of a government

issuer credit rating

Model-Generated Definition:

Definition:

issuer identification number

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

Definition: a numbering system that allows a credit, debit, or other card to be identified as having been issued by a particular financial institution

issuers option call

Model-Generated Definition:

Definition:

J
japanese compound yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

  • has rounding direction at least one occurrence of down.

Definition: No definition in selection list.

japanese simple yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

  • has rounding direction at least one occurrence of down.

Definition: No definition.Term put here from memory. 02 Dec changed from Japanese Yield to Japanese Simple Yield. note hat Japanese Compound yield also here (from FIBIM or anothe rlist, added 25 nov with the rest).

JapaneseYenLIBOR

Model-Generated Definition:

Definition:

joint borrower (please review)

Model-Generated Definition:

A kind of loan borrower.

Definition: Any additional borrower(s) whose name(s) appear on loan documents and whose income and credit history are used to qualify for the loan. Under this arrangement, all parties involved have an obligation to repay the loan. For mortgages, the names of applicable joint borrowers also appear on the property's title.

joint controlling party

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence may have the following properties:

Definition: Some group of entities which collectively are able to direct the affairs of some business organization

joint guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

Definition: Guaranty provided by two or more parties jointly and severally.

joint stock company

Model-Generated Definition:

A kind of stock corporation.

Definition: 1. In the UK, the original (17th century) name for a corporation in which the liability of the owners is limited to the nominal value of the stock (shares) held by them.
2. In the US, a corporation with unlimited liability for the shareholders. Investors in a US joint stock company receive stock (shares) which can be transferred, and can elect a board of directors, but are jointly-and-severally liable for companys debts and obligations. A US joint stock company cannot hold title to a real property.

joint venture

Model-Generated Definition:

A kind of formally constituted organization. A valid occurrence may have the following properties:

Definition: A formal venture between two or more business entities

joint venture partner

Model-Generated Definition:

Definition: a party in the role of joint venture partner to some venture

judiciary

Model-Generated Definition:

A kind of branch of government. A valid occurrence satisfies the following necessary condition:

Definition: a branch of government that comprises the system of courts that interprets and applies the law in the name of the supranational, national, federal, or regional government, depending on its jurisdiction

jump z trigger event

Model-Generated Definition:

A kind of trigger event.

Definition: The event which triggers the Jump Z

jump z trigger event reversal

Model-Generated Definition:

A kind of trigger event. A valid occurrence satisfies the following necessary condition:

Definition: The reversal of the event which triggers the Jump Z

junior

Model-Generated Definition:

A kind of Seniority.

Definition:

junior equity

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • junior equity priority any number of occurrences of junior.

Definition: The most junior class of equity issued by a company. On the event of the company being wound up, holders of this class of equity have a call on the assets of the company only after the more senior classes of equity.

junior equity priority terms set

Model-Generated Definition:

Definition: The precise terms which define the seniority of this class of Equity. This is equity which has the lowest call on the assets of the issuer in the event of it being wound up, i.e. after Senior Equity and (if issued) other classes of equity.

juridical person

Model-Generated Definition:

Definition: an entity, as a firm, that is not a single natural person, as a human being, authorized by law with duties and rights, recognized as a legal authority having a distinct identity, a legal personality

jurisdiction

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • has reach at least one occurrence of location.

A valid occurrence may also have the following properties:

Definition: the limits or territory within which authority may be exercised; the power, right, or authority to interpret and apply the law

jurisdiction strategy

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

Definition: Strategy which is jurisdiction based.

K
kassa

Model-Generated Definition:

Definition: Official declared price.

key rate duration

Model-Generated Definition:

A kind of duration analytic.

Definition:

knock in

Model-Generated Definition:

A kind of option feature.

Definition: An option which comes into existence if the knock-in event happens. It works exactly the reverse of a knock-out. In a knock-in, an option comes into existence if a certain level is hit.

knock out

Model-Generated Definition:

A kind of option feature.

Definition: An option which ceases to exist if the knock-out event occurs. A knock out happens when a particular level is hit (like the Swiss franc touching the level of 1.10 against the dollar), when the option ceases to exist.

known calendar duration

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

Definition: A duration defined as a known number of calendar days.

known date

Model-Generated Definition:

A kind of date and known temporal thing. A valid occurrence satisfies the following necessary condition:

Definition: A date which is explicitly known i.e. a calendar date.

known date duration

Model-Generated Definition:

A kind of known calendar duration. A valid occurrence satisfies the following necessary condition:

Definition:

known date offset

Model-Generated Definition:

A kind of known time offset. A valid occurrence satisfies the following necessary condition:

Definition:

known duration

Model-Generated Definition:

A kind of duration and known temporal thing. A valid occurrence satisfies the following necessary condition:

Definition: The specification of a period of time. This is denominated in time units but is not a Date Time and so is not defined using "Time" or "Date". Instead it uses Temporal Units

known temporal entity

Model-Generated Definition:

A kind of known temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:

Definition:

known temporal thing

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

Definition:

known time offset

Model-Generated Definition:

A kind of known temporal thing and time offset. A valid occurrence satisfies the following necessary condition:

Definition:

L
l p n terms

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

Definition: The terms of the LPN contract which define the facliity.

labor productivity, based on gross output

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of gross output to a quantity index of labor input

labor productivity, based on value added

Model-Generated Definition:

A kind of productivity.

Definition: a ratio of a quantity index of value added to a quantity index of labor input

land parcel

Model-Generated Definition:

Definition: Some parcel or subdivision of land.

language

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

language code

Model-Generated Definition:

A kind of schematic code. A valid occurrence satisfies the following necessary condition:

  • identifies at least one occurrence of language.

Definition:

language code scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

Definition:

language name

Model-Generated Definition:

A kind of name.

Definition:

last price

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

Definition: The last (or most recent) valuation. This is an actual trade price not a derived price MDDL

last regular coupon date

Model-Generated Definition:

Definition: The scheduled date of the last regular coupon payment, that is the last of the payments that are made according to a regular repeating series of coupon periods, before any non standard (long or short) last coupon period in the schedule.

law

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is in force in any number of occurrences of any type.
  • constrains any number of occurrences of autonomous agent.

Definition: a system of rules and guidelines which are enforced through social institutions to govern behavior

lead manager

Model-Generated Definition:

Definition: The manager of the syndicated loan is the party whic horganizes the potential lenders into a syndicate and arranges the details of the or any potential loan.

ledger account

Model-Generated Definition:

A kind of account. A valid occurrence satisfies the following necessary conditions:

Definition:

ledger balance

Model-Generated Definition:

A kind of balance.

Definition:

legal agent

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: any party that has been legally empowered to act on behalf of another party

legal capacity

Model-Generated Definition:

A kind of legal construct. A valid occurrence may have the following properties:

Definition: the capacity to carry out certain actions or to have certain rights

legal construct

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: something which is conferred by way of law or contract, such as a right

legal document

Model-Generated Definition:

A kind of document.

Definition: a written or printed paper that bears the original, official, or legal form of something and can be used to furnish decisive evidence or information

legal entity

Model-Generated Definition:

A kind of legal person. A valid occurrence satisfies the following necessary conditions:

Definition: a partnership, corporation, or other organization having the capacity to negotiate contracts, assume financial obligations, and pay off debts, organized under the laws of some jurisdiction

legal entity identifier

Model-Generated Definition:

A kind of organization identifier. A valid occurrence satisfies the following necessary condition:

Definition: an organization identifier that uniquely identifies a legal entity as defined in ISO 17442

legal entity identifier scheme

Model-Generated Definition:

A kind of organization identification scheme. A valid occurrence may have the following properties:

Definition: the scheme that defines the LEI

legal holding restriction

Model-Generated Definition:

Definition: a security restriction applicable to holding the security

legal name

Model-Generated Definition:

A kind of name. A valid occurrence may have the following properties:

  • full legal name any number of occurrences of Text.

Definition: The full legal name of an entity.

legal obligation

Model-Generated Definition:

A kind of contingent obligation. A valid occurrence satisfies the following necessary condition:

Definition:

legal person

Model-Generated Definition:

A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: any entity which can incur legal obligation and can be sued at law

legal proceeding (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • takes place under (please review) at least one occurrence of jurisdiction.
  • is against (please review) at least one occurrence of legal person.

Definition:

legal proceeding status (please review)

Model-Generated Definition:

A kind of status. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The status of some legal proceeding at some point in time.

legal proceedings status selection

Model-Generated Definition:

Definition: The status of any legal proceedings.

legal restriction (from package /Release/Securities/Securities/SecuritiesRestrictions/legal restriction)

Model-Generated Definition:

A kind of securities restriction. A valid occurrence may have the following properties:

Definition: a securities restriction that is mandated by law or regulation

legal restriction (from package /Informative/Foundations/Law Ext/RegulatoryRestrictions/legal restriction)

Model-Generated Definition:

A kind of restriction. A valid occurrence satisfies the following necessary condition:

  • legally imposed by at least one occurrence of statute law.

A valid occurrence may also have the following properties:

  • restriction applies in any number of occurrences of jurisdiction.

Definition: A Restriction defined in a body of Law.

legal right

Model-Generated Definition:

A kind of contingent right. A valid occurrence satisfies the following necessary condition:

  • is conferred by at least one occurrence of statute law.

Definition: A right conferred by some law.

legal swap option

Model-Generated Definition:

A kind of contractual option. A valid occurrence may have the following properties:

  • is right to any number of occurrences of any type.

Definition: The option, that is the right but not the obligation, to enter into a Swap transaction at some time in the future under terms defined in the Swaption contract.

legal system

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • defines the application of at least one occurrence of body of law.
  • defines the application of at least one occurrence of body of law.

A valid occurrence may also have the following properties:

Definition: Legal regimen of a country consisting of (1) a written or oral constitution, (2) primary legislation (statutes) enacted by the legislative body established by the constitution, (3) subsidiary legislation (bylaws) made by person or bodies authorized by the primary legislation to do so, (4) customs applied by the courts on the basis of traditional practices, and (5) principles or practices of civil, common, Roman, or other code of law.

legally capable adult

Model-Generated Definition:

A kind of adult.

Definition: a person who has attained the age of majority as defined by given jurisdiction and is allowed to conduct a business or any other occupation on his or her own behalf or for their own account

legally capable person

Model-Generated Definition:

Definition: a person who is allowed to conduct a business or any other occupation on his or her own behalf or for their own account

legally delegated authority

Model-Generated Definition:

A kind of controlling party. A valid occurrence may have the following properties:

Definition: a party having some legal control of some entity

legally deliverable location

Model-Generated Definition:

A kind of physical location. A valid occurrence satisfies the following necessary condition:

Definition: An address which is considered suitable for service of legal documents.

legally incorporated foundation

Model-Generated Definition:

A kind of corporation and foundation.

Definition: A foundation with independent legal personhood.

legally incorporated partnership

Model-Generated Definition:

A kind of corporation and partnership. A valid occurrence satisfies the following necessary condition:

Definition: Any partnership which is defined as a legal person within a given jurisdiction, for example a limited liability partnership (if that is a legal person).

legally incorporated partnership member

Model-Generated Definition:

A kind of partner. A valid occurrence satisfies the following necessary condition:

  • incorportated partnership member has identity at least one occurrence of legal person.

A valid occurrence may also have the following properties:

  • incorportated partnership member has identity any number of occurrences of legal person.

Definition: a party that is a member or partner in a legally incorporated partnership such as an LLC or LLP

legislature

Model-Generated Definition:

Definition: the law-making body of a political unit, usually a national government, that has power to enact, amend, and repeal public policy

legitimate organization

Model-Generated Definition:

A kind of organization.

Definition: An organization that exists to serve some lawful purpose

lender (from package /Provisional/Securities/Debt/Debt Foundations/DebtFinance/lender)

Model-Generated Definition:

A kind of creditor. A valid occurrence satisfies the following necessary condition:

Definition:

lender (from package /Release/Financial Business And Commerce/Debt And Equities/Debt/lender)

Model-Generated Definition:

A kind of contract party and creditor. A valid occurrence satisfies the following necessary condition:

Definition: a party that extends credit or money to a borrower with the expectation of being repaid, usually with interest

lender lien position

Model-Generated Definition:

A kind of classifier.

Definition: Indicates whether the lender has the primary lien position

lender right (please review)

Model-Generated Definition:

Definition: Rights on the lender to protect them against loss. furthe rNtoes: Logically, considering the two parties, they both have protecxtion mechanisms. so while the lender has protecxtion mechanisms through mortgage insurance, and the consumer has protextion mechanisms such as good faith estimates. also the agencies (see Consumer Protection Agency), an instance of which is the CFPB in the US (just set up). Lender rights are: - expressed in the Contract Consumer protection develops becaues the contract is written by the potential Lender. So the rights are introcued to rectify the imbalance between the two parties. Same goes for insurance. consumer protection laws (governe dby the relevant consumer protection agency. So the lender protexts itself as it writes th contract AND does the things it needs to do to protext itself, but on the approval process, and with later instruments such as insurance. Interestingly., it is the Borrower who pays for this by paying for credit reports etc. So the borrower protects itself by other mechanisms. Caveat emptor - displaced by regulation (the buyer is protected by regulation). Uberimae Fidae - in the utmost good faith. Mortgage Insurance is an additional means of mitigating the risk, that the lended may have., so if the information assessed is not accurate, or if the borrower's situation changes for the worse. then the risk rating may go down. So the Mortgage Insurance is a further strategy which mitigates any shortfall in the Lender Righrs that you may have - ie someone guarantees. In the US you can also avoid that by having paid a deposit. PIMI: Principal, Interst and Morgage Insurance. So the Borrower pays towards the MI, esxcept if they have paid a given amount as deposit. there are 2 types of MI: 1. protects the lender in the event of borrower degault 2. Insurance for "Incapacity to pay the mortage" (these can be bought off the shelf - can combine health, unemployment etc.). - this is the Borrower mitigating their own risk. Prevents foreclosure. Similar to general sickness etc. Where the lender charges for MI, the cost is passed onto the Borrower. e.g. if there is a % valuation (e.g. 70% in Aus, 80% in US for example) then no insurance is required.

lending commitment

Model-Generated Definition:

Definition: Some commitment to enter into some lending arrangement at some point in the future.

lending goal

Model-Generated Definition:

A kind of investment goal.

Definition: Reasons for extending loans and credit, i.e. the organisation has a goal to create capital growth by extending credit or making loans.

Length

Model-Generated Definition:

A kind of Dimension.

Definition:

letter of credit

Model-Generated Definition:

A kind of written information. A valid occurrence satisfies the following necessary condition:

Definition: A letter from a bank or other creditworthy institution setting out the holder's ability to access credit.

letter of credit guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • lo c details any number of occurrences of Text.

Definition: Guaranty takes the form of a letter of credit, ie, a document issued by a bank guaranteeing the payment up to a stated amount for a specified period.

letter of credit issuer

Model-Generated Definition:

A kind of party in role.

Definition: The party which issues a Letter of Credit.

liability

Model-Generated Definition:

Definition:

liability apportionment terms set

Model-Generated Definition:

A kind of contract terms set.

Definition: Terms setting out the apportionment of liabilities for debts or other liabilities accrued by some formal business organization.

liability capacity

Model-Generated Definition:

A kind of legal capacity. A valid occurrence may have the following properties:

  • liability accrues to any number of occurrences of legal person.

Definition: the ability to be sued at law

liability repurchase agreement

Model-Generated Definition:

A kind of repurchase agreement. A valid occurrence satisfies the following necessary condition:

  • defined from perspective of repo borrower at least one occurrence of repo borrower.

Definition:

LIBOR overnight rate

Model-Generated Definition:

Definition:

license (from package /Release/Foundations/Law/LegalCapacity/license)

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary condition:

Definition: grant of permission needed to do something

license (from package /Informative/Foundations/Agreements Ext/ContractsIllustrative/license)

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

  • issued by at least one occurrence of licensor.
  • has counterparty at least one occurrence of licensee.

Definition: A contract conferring certain rights and obligations on the holder of the contract (the licensee) who is generally unknown to the license issuer (the licensor).

license identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of license.

Definition: an identifier associated with a license

licensed agent

Model-Generated Definition:

Definition: any individual who is licensed to perform a legally binding function, and who has been legally empowered to act on behalf of another party

licensee (from package /Release/Foundations/Law/LegalCapacity/licensee)

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: a party to whom a license has been granted

licensee (from package /Informative/Foundations/Agreements Ext/ContractsIllustrative/licensee)

Model-Generated Definition:

Definition: The holder of a license such as a software license.

licensor (from package /Release/Foundations/Law/LegalCapacity/licensor)

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

Definition: a party who grants a license

licensor (from package /Informative/Foundations/Agreements Ext/ContractsIllustrative/licensor)

Model-Generated Definition:

A kind of contract originator.

Definition: The issuer of a license such as a software llicense.

lien guaranty

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

  • is encumbrance on at least one occurrence of real estate.

Definition: Guaranty takes the form of a lien, that is a creditor's claim against property, eg, a mortgage is a lien against a house.

life analytic

Model-Generated Definition:

Definition: Some measure of the life of a security, other than the actual time to maturity itself. This is a derived figure, based on certain parameters as appropriate to that type of instrument, to give a figure that is equivalent to and similar to the basic maturity of the instrument, for the purposes of analysing that security.

limited controlling party

Model-Generated Definition:

A kind of entity controlling party. A valid occurrence satisfies the following necessary condition:

Definition: Some individual entity which is able to direct the affairs of some business organization to a specific degree.

limited de facto control

Model-Generated Definition:

A kind of de facto control. A valid occurrence satisfies the following necessary condition:

  • control is in respect to at least one occurrence of activity.

A valid occurrence may also have the following properties:

  • control is in respect to any number of occurrences of any type.

Definition: The ability to direct the affairs of some entity within prescribed limits. Those limits are described in terms of activities which the entity holding such control may cause the controlled entity to carry out.

limited guaranty (please review)

Model-Generated Definition:

A kind of guaranty. A valid occurrence may have the following properties:

  • has limited guaranty amount any number of occurrences of monetary amount.

Definition: A guaranty which is given up to a given amount or proportion of the loan. Generally specified as a monetary amount and is specified by the lender, so the bank may say 75% of valuation and they only have 60% of valuation available, to an additional limited guaranty would cover the missing 15% up to the point where the primary borrower's equity would meet the standard conditions of the loan. At that point the limited guaranty ceases.

limited partner

Model-Generated Definition:

A kind of partner. A valid occurrence satisfies the following necessary condition:

Definition: A partner in a partnership whose liabilities are limited to the extent of their equity holding or guarantees

limited partner equity

Model-Generated Definition:

Definition: equity in a partnership held by limited partners; this is not accompanied by any liability capability on the part of the holders of this equity.

limited partnership unit

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

Definition: A limited partnership is a form of partnership similar to a general partnership, except that in addition to one or more general partners (GPs) there are one or more limited partners (LPs).

limited partnership unit restriction

Model-Generated Definition:

A kind of security contractual restriction. A valid occurrence may have the following properties:

Definition: Restrictions on ownership or transfer of the Units.

limited tax general obligation bond

Model-Generated Definition:

Definition: A limited-tax general obligation pledge asks the issuing local government to raise property taxes if necessary to meet existing debt service obligations. However, this increase is bounded by a statutory limit. With limited-tax general obligation pledges, governments can still use a part of already-levied property taxes, use another stream of income, or raise property taxes to an amount equating to existing debt service payments to answer its debt obligations.

line item

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a description of a product or service including its unit cost, number of units and total cost

linear payout commitment

Model-Generated Definition:

Definition: The commitment to pay out on a straight vanilla option.

linear payout terms set

Model-Generated Definition:

A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms governing the payment commitment on a vanilla option.

liquidity

Model-Generated Definition:

A kind of asset. A valid occurrence satisfies the following necessary condition:

  • denominated in at least one occurrence of currency.

Definition: Precise definition needed for liquidity, and check that it is modeled accordingly.

listed bond

Model-Generated Definition:

A kind of bond and exchange traded security. A valid occurrence satisfies the following necessary condition:

Definition: A security that is a bond and is traded on an exchange.

listed securities composite market

Model-Generated Definition:

A valid occurrence may have the following properties:

  • composite trading market consists of any number of occurrences of any type.

Definition: A Market defined as being a number of exchanges or trading venues in a particular marketplace or area.

listed security

Model-Generated Definition:

A kind of registered security. A valid occurrence satisfies the following necessary conditions:

  • has currency at least one occurrence of currency.
  • has listing date exactly one occurrence of date.
  • is listed via at least one occurrence of security listing.

A valid occurrence may also have the following properties:

Definition: a registered security listed on a specific exchange

listed security identifier

Model-Generated Definition:

A kind of security identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a security identifier issued in the public domain and referred to in listings and other relevant publications

listino

Model-Generated Definition:

Definition: only associated with a closing price

litigation capacity

Model-Generated Definition:

A kind of legal capacity.

Definition: the legal capacity to pursue a litigation action in law

loan age

Model-Generated Definition:

Definition: The age of the loan.

loan applicant

Model-Generated Definition:

A kind of applicant. A valid occurrence satisfies the following necessary condition:

  • may become (please review) at least one occurrence of loan borrower.

Definition:

loan application (from package /Release/Loans/Loan Contracts/LoanCore/loan application)

Model-Generated Definition:

A kind of application. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is initially payable any number of occurrences of True Or False.

Definition: A request of a potential borrower to a potential lender to borrow money. It contains information used to decide whether to grant the loan.

loan application (from package /Provisional/Market Data/Loans Temporal/LoanApplicationsTemporal/loan application)

Model-Generated Definition:

A kind of application information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • intended loan purpose (please review) any number of occurrences of Text.
  • application phase (please review) any number of occurrences of loan application phase.
  • application date (please review) any number of occurrences of date.

Definition: A loan which is being applied for and has not yet been disbursed.

loan application at agreement stage

Model-Generated Definition:

Definition:

loan application at disbursement stage

Model-Generated Definition:

Definition:

loan application borrower assessment information

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • domicile (please review) any number of occurrences of Text.
  • original loan d t i (please review) any number of occurrences of Number.
  • repossession history (please review) any number of occurrences of True Or False.
  • assessment date (please review) any number of occurrences of date.
  • employer is (please review) any number of occurrences of formally constituted organization.
  • gross income (please review) any number of occurrences of monetary amount.
  • borrower credit rating at approval (please review) any number of occurrences of Text.
  • income verification method (please review) any number of occurrences of IncomeVerificationMethodSelection (please review).

Definition: Information about the borrower in relation to the loan. Specifically this is a bundle of information whose purpose is to identify the borrower and to assess their ability to pay (credit worthiness etc.)

loan application phase

Model-Generated Definition:

A kind of phase.

Definition:

loan application status

Model-Generated Definition:

A kind of status.

Definition:

loan appraiser

Model-Generated Definition:

Definition: That party which appraises the borrower for the purposes of the loan.

loan arrears status (please review)

Model-Generated Definition:

A kind of loan payment status (please review) and loan snapshot or status (please review). A valid occurrence may have the following properties:

  • loan status performance arrangement date (please review) any number of occurrences of date.
  • delinquent (please review) any number of occurrences of True Or False.
  • loan status arrears duration (please review) any number of occurrences of duration.
  • loan interest only temporary provision (please review) any number of occurrences of True Or False.
  • loan litigation under way (please review) any number of occurrences of True Or False.
  • loan status arrears balance (please review) any number of occurrences of monetary amount.

Definition: Arrears describes the whole period where a loan is either delinquent or in default. [mixed bag of types of Status] formerly Loan Status. Now: The status of arrears performance at any given time in the life of the loan (e.g. present, series of dated past values).

loan at application stage

Model-Generated Definition:

Definition:

loan balance (please review)

Model-Generated Definition:

A kind of dated balance. A valid occurrence may have the following properties:

  • pool membership selection (please review) any number of values of string.
  • loan balance (please review) any number of occurrences of monetary amount.
  • loan balance as at (please review) any number of occurrences of date.

Definition: The outstanding balance on a loan at a particular point in time.

loan balance determination (please review)

Model-Generated Definition:

Definition:

loan balance record (please review)

Model-Generated Definition:

Definition:

loan borrower

Model-Generated Definition:

A kind of borrower, contract counterparty, and loan party. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The Borrower of the Loan. This is the party which draws down the offered credit in the form of a loan under conditions agreed in the Loan Contract to which the Borrower is party.

loan borrower commitment

Model-Generated Definition:

A kind of contractually conferred commitment. A valid occurrence may have the following properties:

  • accepted by (please review) at most one occurrence of loan borrower.

Definition: The commitment of a given borrower to be a borrower and to repay this loan.

loan collateral (please review)

Model-Generated Definition:

A kind of collateral. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • collateral type (please review) any number of values of any type.
  • collateral value (please review) any number of occurrences of monetary amount.

Definition: Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written. PoC equivalent term definition and note: Collateral is property collateral or additional collateral associated with a loan or mortgage loan (PoC data note) There are foreign key attributes of collateral coupling it to collateral provider and to loan.

loan collateral agreement (please review)

Model-Generated Definition:

A kind of written contract.

Definition: Contract in which the borrower of a collateralized securied loan agrees the terms on which the collateral is made available to the Lender.

loan conditions

Model-Generated Definition:

A kind of debt terms.

Definition: Conditions which must be met by the Borrower during the course of the loan. Breach of these conditions will have predetermined consequences.

loan contract (from package /Release/Loans/Loan Contracts/LoanCore/loan contract)

Model-Generated Definition:

A kind of credit agreement and written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An agreement whereby one party extends money or credit to another party with the agreement that the borrowed money will be repaid according to specific terms

loan contract (from package /Provisional/Loans/Loans/LoanBasicTerms/loan contract)

Model-Generated Definition:

A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • maturity date (please review) any number of values of any type.
  • loan periodic payment type (please review) any number of values of any type.
  • loan retained amount date (please review) any number of values of any type.
  • loan periodic payment (please review) any number of occurrences of monetary amount.
  • loan maximum allowed balance (please review) any number of occurrences of monetary amount.
  • assumable (please review) any number of occurrences of True Or False.
  • has co borower (please review) any number of occurrences of cosigner (please review).
  • specifies (please review) any number of occurrences of loan retained amount.
  • loan payment frequency (please review) any number of occurrences of frequency.
  • loan annual pre payments rate (please review) any number of occurrences of Percentage.
  • loan further advances allowed (please review) any number of occurrences of True Or False.
  • escrow applicable (please review) any number of occurrences of True Or False.
  • loan retained amount (please review) any number of occurrences of monetary amount.
  • has interest terms (please review) at most one occurrence of loan interest payment terms.
  • has co borower (please review) any number of occurrences of cosigner (please review).
  • loan original advance amount (please review) any number of occurrences of monetary amount.
  • loan amortization period (please review) any number of occurrences of date period.
  • a r m convertible (please review) any number of occurrences of True Or False.
  • may have (please review) any number of occurrences of loan standardization documentation.
  • loan amortization payments number (please review) any number of occurrences of Number.

Definition: The Contract which embodies a loan from one party (the Lender) to another party (the Borrower).

loan default proceeding (please review)

Model-Generated Definition:

A kind of legal proceeding (please review) and value changing activity (please review). A valid occurrence may have the following properties:

Definition: [no definition] Further Review This is typically part of mortgagte servicing. THere would typically be a whole department dealing with this. Dealing with default, helping borrowers make payment Collections Default admin Foreclosure Reselling All dealt with by several sub departments. This requires subject matter experts in this area. 1. scoping Identify default as a possible state. This hands off to other business processes. Once you get into the default scenario we are talking about a proces that is going to fall into place over a period of time. The bank works out what to do with the default scenario, e.g. whether it restructures, forecloses, seeks restitution from the security (collateral). It does nto help us to understand the structure of the loan, rather tha consequences of the loan. If we were to further explore the default detail we would bring in other SMEs. And we would have to model a process flow. 1.1 impact on the pool of an MBS Loan Default Proceeding (special ase of legal thing) is an aspect of Default Management / Administratoin. there is also the State of the Loan. Sale / something / fulfilment / fiunduing / approved = servicing mode. Something happens (non payment) => Default Grace Period followed by negotiation. Some threshold whereby after a given amount of delinquency it needs to go into some other process moving towards foreclosure. Do State Diagram. Stages of loan.

loan default proceeding status (please review)

Model-Generated Definition:

A kind of legal proceeding status (please review). A valid occurrence satisfies the following necessary condition:

Definition: The status of loan default legal proceeding at some point in time.

loan determiner (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

loan drawdown

Model-Generated Definition:

A kind of debt finance. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • draw down date (please review) any number of values of any type.
  • loan purpose (please review) any number of values of any type.
  • loan guarantor type (please review) any number of values of any type.
  • loan origination channel type (please review) any number of values of any type.
  • loan original advance date (please review) any number of values of any type.
  • subsidy period end date (please review) any number of values of any type.
  • has rate record any number of occurrences of loan interest rate (please review).
  • guaranteed by any number of occurrences of loan guarantor (please review).
  • maturity (please review) at most one occurrence of timed duration specification.
  • has rate record (please review) any number of occurrences of loan interest rate (please review).
  • has loan phase any number of occurrences of loan phase.
  • has active status (please review) any number of occurrences of active loan status.
  • recourse loan (please review) any number of occurrences of True Or False.
  • secured (please review) any number of occurrences of True Or False.
  • loan denomination currency (please review) any number of occurrences of currency.
  • has snapshot (please review) any number of occurrences of loan snapshot or status (please review).
  • loan guarantee insured point (please review) any number of occurrences of Percentage.
  • buydown exists (please review) any number of occurrences of True Or False.
  • loan subsidy amount (please review) at most one occurrence of monetary amount.
  • has loan purpose (please review) any number of occurrences of loan purpose.
  • has balance (please review) any number of occurrences of loan balance (please review).
  • loan identifier (please review) any number of occurrences of loan identifier.
  • has lifecycle status (please review) any number of occurrences of loan lifecycle status.

Definition: An amount of money, drawn down by one party (the borrower) from a credit tranche made available by another party (the lender) at a specific point in time. Formal terms for the loan are defined in a Loan Contract.

loan early prepayment hard penalty terms

Model-Generated Definition:

A kind of loan early prepayment terms. A valid occurrence may have the following properties:

  • applicable to same lender refinance (please review) any number of occurrences of True Or False.

Definition: Early repayment penalty in the event of the loan being paid off without any refinancing with the same lender.

loan early prepayment soft penalty terms

Model-Generated Definition:

A kind of loan early prepayment terms. A valid occurrence may have the following properties:

  • applicable to same lender refinance (please review) any number of occurrences of True Or False.

Definition: Early repayment penalty in the event of the loan being paid off in order to refinance with the same lender.

loan early prepayment terms

Model-Generated Definition:

A kind of loan prepayment terms set. A valid occurrence may have the following properties:

  • prepayment penalty period (please review) any number of occurrences of duration.
  • prepayment penalty waiver (please review) any number of occurrences of True Or False.
  • applicable to same lender refinance (please review) any number of occurrences of True Or False.
  • early prepayment penalty (please review) any number of occurrences of monetary amount.

Definition: Terms governing the prepayment in full of a loan early in the life of that loan.

loan fixed interest payment terms

Model-Generated Definition:

Definition:

loan floating interest payment terms set

Model-Generated Definition:

A kind of loan interest payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • spread (please review) any number of occurrences of Percentage.

Definition:

loan guarantor (please review)

Model-Generated Definition:

A kind of contract guarantor and loan third party (please review). A valid occurrence may have the following properties:

Definition: Guarantor, that is the party which provides some guaranty for the loan.

loan guaranty (please review)

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary condition:

Definition: A guaranty given by some party in respect of some loan.

loan identification scheme

Model-Generated Definition:

Definition: A scheme for formal identification of loans. Further notes: May be a published, public scheme or an internal scheme. MAy not be a database-specific key.

loan identifier

Model-Generated Definition:

A kind of identifier.

Definition: A formal identification code allocated to loans.

loan interest payment commitment

Model-Generated Definition:

A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment by the borrower of a loan to pay interest on that loan or on amounts of that loan.

loan interest payment terms

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • loan interest rate type (please review) any number of values of any type.
  • loan interest reset interval (please review) any number of occurrences of duration.
  • renegotiable (please review) any number of occurrences of True Or False.
  • loan interest rate cap (please review) at most one occurrence of Percentage.
  • loan interest payment frequency (please review) any number of occurrences of frequency.

Definition: Contractual terms governing the payment of interest on the loan.

loan interest rate (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • is about (please review) at least one occurrence of loan drawdown.

A valid occurrence may also have the following properties:

  • loan interest margin rate (please review) any number of occurrences of Percentage.
  • loan interest rate (please review) any number of occurrences of Percentage.

Definition: This is also a timed variable with a present value and a time series of past values. What is it? A record of the rates that may have been charged in a variable rate loan. Therefore, this variable is the "Interest Rate" of the loan. It is a "Dated Parameter" - dates are taken care of in the upper mode of Variable Parameters.

loan lender (please review)

Model-Generated Definition:

Definition:

loan lifecycle status

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

Definition:

loan m i g provider party (please review)

Model-Generated Definition:

Definition: Mortgage Indemnity Guaranty (MIG) provider. Further notes: SME Review notes 16 Sept: Guaranty - mortgage insurance e.g. insure up to 80% exposure. When you get into indemnification, then for instance if the product doesn't meet the investor's requirement such that if it doesn't get paid then the lender steps in and takes the hit for the loan - this is usually a precondition for securitizing (issuing) the loan in a pool. If the loan is not going to be sold on the secondary market there would be no need to indemnify that loan so this term would not apply. Indemnification is insurance for the investor, while the lender is the one providing that indemnification.

loan market category

Model-Generated Definition:

Definition: Specifies the market domain in which the loan product is offered.

loan maturity

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • in relation to at least one occurrence of the present.

A valid occurrence may also have the following properties:

Definition: THe length of time from the present until the loan or mortgage matures, that is the date when the last of the principal is paid off along with all interest.

loan offer

Model-Generated Definition:

A kind of offering. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A generic loan product offered to the public, or a specific offer tailoered to particular circumstances aimed at one potential borrower.

loan ongoing prepayment terms

Model-Generated Definition:

A kind of loan prepayment terms set. A valid occurrence may have the following properties:

Definition: Terms governing prepayments of the principal on a loan by the borrower throughout the life of the loan.

loan or credit account

Model-Generated Definition:

Definition: an account associated with a service in which the account holder receives funds from the account provider under certain terms and conditions for repayment

loan originator

Model-Generated Definition:

A kind of loan third party (please review). A valid occurrence may have the following properties:

Definition: The party which finds the lender for the loan, for the borrower.

Model-Generated Definition:

A kind of loan phase.

Definition:

loan participation note facility

Model-Generated Definition:

A kind of credit facility tranche. A valid occurrence satisfies the following necessary conditions:

Definition: A facility formed as part of a LPN which can be drawn down by the borrower.

loan participation note syndicate member

Model-Generated Definition:

Definition:

loan party

Model-Generated Definition:

A kind of party in role.

Definition: A Party to the Loan.

loan payment (please review)

Model-Generated Definition:

A valid occurrence may have the following properties:

  • payment identifier (please review) any number of occurrences of Text.
  • payment amount (please review) any number of occurrences of monetary amount.
  • loan payment information date (please review) any number of occurrences of date.
  • allocation to interest (please review) any number of occurrences of monetary amount.
  • allocation to fees (please review) any number of occurrences of monetary amount.
  • allocation to principal (please review) any number of occurrences of monetary amount.

Definition: Add in here the terms on payment history related terms which are in the "Loan Contract" set.

loan payment schedule

Model-Generated Definition:

Definition: The schedule for payments made by the borrower.

loan payment status (please review)

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

  • delinquent (please review) any number of occurrences of True Or False.

Definition:

loan performance status (please review)

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

Definition: The current performance of the loan, as one of a list of possible statuses.

loan performance status selection (please review)

Model-Generated Definition:

Definition:

loan phase

Model-Generated Definition:

A kind of phase.

Definition:

loan pool

Model-Generated Definition:

A kind of pool of individual debts. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • pool has loan type any number of occurrences of loan purpose.

Definition: A number of loans, combined into a single pool and used as an asset.

loan pool analytic

Model-Generated Definition:

Definition: A measure of some aspect of a pool of loans.

loan pool constituent

Model-Generated Definition:

A valid occurrence may have the following properties:

  • balance at inclusion date any number of occurrences of monetary amount.
  • is constituent of at most one occurrence of loan pool.

Definition: A loan constituent of a Loan Pool.

loan pool prepayment model

Model-Generated Definition:

A kind of analytics calculation model. A valid occurrence satisfies the following necessary condition:

Definition: Model of the prepayments of loans in a pool of individual loans, such as a mortgage pool or loan pool.

loan precedent conditions

Model-Generated Definition:

Definition: Conditions which must be met before a loan may be approved.

loan prepayment formula

Model-Generated Definition:

A kind of formula.

Definition: The formula which embodies the model for loan pool prepayment speed.

loan prepayment status (please review)

Model-Generated Definition:

A kind of loan snapshot or status (please review). A valid occurrence may have the following properties:

  • cumulative prepaid amount (please review) any number of occurrences of monetary amount.
  • loan last prepayment amount (please review) any number of occurrences of monetary amount.
  • loan prepayment penalties cumulative paid amount (please review) any number of occurrences of monetary amount.
  • information date (please review) any number of occurrences of date.

Definition: Information about prepayments of the loan, at a given point in time.

loan prepayment terms set

Model-Generated Definition:

Definition: Terms governing prepayments of the principal on a loan by the borrower.

loan principal repayment commitment

Model-Generated Definition:

A kind of loan borrower commitment. A valid occurrence satisfies the following necessary condition:

Definition: A commitment by a borrower to repay the principal on a loan under the terms described.

loan principal repayment terms

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

  • baloon (please review) any number of occurrences of True Or False.

Definition: Terms governing the repayment of principal of the loan.

loan product (from package /Provisional/Loans/Loan Types/LoanProducts/loan product)

Model-Generated Definition:

A kind of financial product. A valid occurrence satisfies the following necessary conditions:

Definition: A pre-packed business offering, which can be instantiated as a Loan, in which the lender would lend an amount of money to a potential customer under agreed terms, which terms would be a formal contract expressing the terms defined in this Product and any other terms agreed bilaterally between the parties when the Product is instantiated.

loan product (from package /Release/Loans/Loan Contracts/LoanCore/loan product)

Model-Generated Definition:

A kind of financial product.

Definition: A type of loan that a borrower may acquire from a lending institution with specific characteristics and terms.

loan product disclosure right (please review)

Model-Generated Definition:

Definition: Right to fair representation of the facts about Loan products before entrering into agreements for same.

loan product representations (please review)

Model-Generated Definition:

A kind of representation (please review). A valid occurrence satisfies the following necessary condition:

Definition: Representations about the loan product and the appropriateness of this for the borrower.

loan property collateral (please review)

Model-Generated Definition:

A kind of loan collateral (please review). A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • property collateral v p o declassification date (please review) any number of values of any type.
  • property collateral lien seniority (please review) any number of values of any type.
  • property collateral transferable (please review) any number of occurrences of True Or False.
  • property collateral d s c rate (please review) any number of occurrences of Percentage.
  • has valuation (please review) any number of occurrences of property collateral valuation (please review).

Definition: Property Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.

loan purpose

Model-Generated Definition:

A kind of purpose.

Definition: A selection of different types of loan purpose, being the purpose for which and manner in which loan (credit) draw-down amounts are to be used. This shows the purpose for which credit is to be used, and implies certain kinds of fact that relate to that specific type of loan e.g. mortgages. These are also identified as tranche types in tranches of a credit facility.

loan rate determination (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

loan regulatory requirement (please review)

Model-Generated Definition:

A kind of regulatory requirement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • requirement act reference (please review) any number of occurrences of Text.
  • requirement section and paragraph (please review) any number of occurrences of Text.

Definition: A regulatory requirement defined in regulations by a comsumer credit act or other legislation.

loan retained amount

Model-Generated Definition:

A kind of monetary amount. A valid occurrence may have the following properties:

  • retained until (please review) any number of occurrences of date.

Definition: Retained amount, an amount the Issuer will be obliged to fund to the borrower at a later date, for example construction deposit.

loan securitization method

Model-Generated Definition:

A kind of method.

Definition:

loan servicer (please review)

Model-Generated Definition:

Definition: The party which is the Loan Servicer. Further notes: The Loan Servicer may be the original lender or it may be someone else. For instance, if the bank is sold by Bank A, it may be given to some third party for servicing. Servicing is either done by the original lender or by someone else. Idea: Look at a data model from one of the main agencies. See Fannie Mae enterprise common data model. In progress. More precise definition needed for what it is to service a loan, i.e. what activities this party participates in and what facts apply. Some of these are defined in the facts which are emerging from these reviews. There seem to be several functions which may or may not be combined.

loan snapshot or status (please review)

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

  • loan debt to income ratio (please review) any number of occurrences of Number.
  • information date (please review) any number of occurrences of date.
  • current loan rate (please review) any number of occurrences of Percentage.
  • anticipated maturity date (please review) any number of occurrences of date.

Definition: Information applicable to a loan at a given date.

loan standardization documentation

Model-Generated Definition:

A kind of written information. A valid occurrence may have the following properties:

Definition: Very specific categorization of documentation obtained by the lender at the time of origination to qualify a borrower. Documentation Types vary from lender to lender and need to be completely understood. takes a code list in the data world see eg S&P codes of these. not exhaustive? example tax returns etc. categorize as hi low or medium type of doc risk there are also 'no doc' mtges

loan status (please review)

Model-Generated Definition:

A kind of status.

Definition: Statuses which occur for a period of time, relating to a loan.

loan termination provisions

Model-Generated Definition:

A kind of termination provisions. A valid occurrence may have the following properties:

  • grace period (please review) any number of occurrences of date period.

Definition:

loan third party (please review)

Model-Generated Definition:

Definition: A party which, by virtue of being a third party to the Loan Contract, performs some role directly in relation to the Loan.

loan to value ratio (please review)

Model-Generated Definition:

A valid occurrence may have the following properties:

  • value (please review) any number of occurrences of Number.

Definition:

loan variable interest payment terms

Model-Generated Definition:

A kind of loan interest payment terms. A valid occurrence may have the following properties:

  • renegotiable (please review) any number of occurrences of True Or False.

Definition:

LoanDocumentRiskLevel (please review)

Model-Generated Definition:

Definition:

LoanStandarizationDocumentType (please review)

Model-Generated Definition:

Definition: Financial Institution defined categorization of documentation type. This is interpreted from information provided by the seller on both the data file and in their underwriting quidelines. See attached Translation tables. needs work These are (from CDDOCTYPE enumeration in MAT-CODES): Unknown Other Full Full or Alternate Alternative Lite Low - ACTION make sure this isn't Risk Level in other list Limited Reduced Partial Streamline No Documentation No Ratio No Income Verifier No Income Qualifier Stated Documentation ACTION: Make sure these are all mutually exclusive, then implement as selection list entries.

local firm

Model-Generated Definition:

Definition: a firm dealing for its own account on markets in financial futures or options or other derivatives and on cash markets for the sole purpose of hedging positions on derivatives markets, or dealing for the accounts of other members of those markets and being guaranteed by clearing members of the same markets, where responsibility for ensuring the performance of contracts entered into by such a firm is assumed by clearing members of the same markets

locally defined credit basket

Model-Generated Definition:

A kind of basket.

Definition: A basket of securities and/or reference entities monitored for credit purposes.

locally derived price

Model-Generated Definition:

A kind of derived price.

Definition: A price derived locally from information supplied by a market data vendor such as an end of day spread.

location

Model-Generated Definition:

Definition: Anything that can be defined as the answer to a question of the form, Where is...?

London Interbank Offered Rate

Model-Generated Definition:

Definition: a benchmark interbank offered rate that the most creditworthy international banks charge each other for large, short-term loans

long term debt

Model-Generated Definition:

A kind of debt.

Definition:

long term equity option

Model-Generated Definition:

A kind of equity option. A valid occurrence satisfies the following necessary condition:

Definition: An option whose contract expires at a date longer than one year. Also known as long-term equity anticipation securities (LEAPS). From Investopedia: These options are called long-term equity anticipation securities (LEAPS). By providing opportunities to control and manage risk or even to speculate, LEAPS are virtually identical to regular options. LEAPS, however, provide these opportunities for much longer periods of time. Although they are not available on all stocks, LEAPS are available on most widely held issues.

lookback formula expression

Model-Generated Definition:

A kind of formula expression.

Definition: An expression of a lookback formula

lookback observable value

Model-Generated Definition:

A kind of past value.

Definition:

lookback observable value at maturity

Model-Generated Definition:

Definition:

lookback observable value during lookback period

Model-Generated Definition:

Definition:

lookback strike observable

Model-Generated Definition:

A kind of observable underlier. A valid occurrence satisfies the following necessary condition:

Definition: The agreed parameter which is used in the formula for fixed OR floating lookback.

lookback strike terms set

Model-Generated Definition:

A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • lookback period any number of occurrences of date period.

Definition: Strike terms in which the value of some observed variable (the underlying) is looked back at during some period, typically a period ending in the maturity of the Option, and the payoff is determined by comparing the agreed strike with the value of this variable.

loss given default

Model-Generated Definition:

A kind of impact.

Definition: The loss given some default.

lottery call

Model-Generated Definition:

Definition:

low price

Model-Generated Definition:

A kind of equity exchange published price. A valid occurrence may have the following properties:

  • applicable period any number of occurrences of date period.
  • price determination method any number of occurrences of Text.
  • quote size any number of occurrences of Whole Number.

Definition: The lowest valuation over the period specified. Possibly but not necessarily based on a trade. Determined by the trading venue as to whether it's based on a trade or an offer. this can be regarded as a derived price. Price is based on a riule whil will cause one to pick a certain price type.

M
m b s deal

Model-Generated Definition:

A kind of pool backed securities deal. A valid occurrence satisfies the following necessary condition:

Definition: The issue of a series of Mortgage Backed Security certificates.

m b s deal prospectus

Model-Generated Definition:

Definition: Prospectus describing the terms of the issue and each of the instruments included in the mortgage backed security issue. Term origin:SMER

m b s factor

Model-Generated Definition:

Definition:

m b s instrument slice

Model-Generated Definition:

A kind of security holding. A valid occurrence satisfies the following necessary condition:

Definition: A holding of an individual slice or slices of a tranche.

m b s issuer

Model-Generated Definition:

A kind of pool backed security issuer. A valid occurrence satisfies the following necessary condition:

Definition: The issuer of a Mortgage Backed Security.

m b s pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of MBS instruments.

m b s tranche note

Model-Generated Definition:

A kind of security note (please review). A valid occurrence may have the following properties:

Definition: An individual note of a tranche.

m t n issue

Model-Generated Definition:

A kind of bond offer issue.

Definition:

m t n offer program

Model-Generated Definition:

A kind of bond issuance program. A valid occurrence satisfies the following necessary condition:

Definition: A program of offerings of Medium Term Note debt securities. This is a set of issues where the maturity is defined after the rest of the terms have been registered with some authority. These are registered up front so that then the company wants to borrow more money they don't have to go through the registration period but have the facility up front to issue another security.

MacCaulays Duration Analytic

Model-Generated Definition:

A kind of duration analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

majority controlling party

Model-Generated Definition:

Definition:

make whole call

Model-Generated Definition:

A kind of entire call. A valid occurrence may have the following properties:

  • make whole treasury item any number of occurrences of Text.
  • make whole call basis point spread any number of occurrences of Percentage.

Definition:

make whole feature

Model-Generated Definition:

A kind of call feature.

Definition: a call provision allowing the issuer to pay off remaining debt early

managed c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary conditions:

Definition:

managed c d o portfolio

Model-Generated Definition:

A kind of c d o portfolio.

Definition: A portfolio where the reference assets of the CDO are bought (the portfolio is ramped up) and then the CDO manager may alter the portfolio as they see fit.

managed interest rate

Model-Generated Definition:

A kind of variable interest rate. A valid occurrence satisfies the following necessary condition:

Definition: a variable interest rate charged by a financial institution for borrowing that is not prescribed as a margin over base rate but is set from time to time by the institution

managed management style

Model-Generated Definition:

Definition:

management company

Model-Generated Definition:

A kind of investment company.

Definition: Any investment company that sells and manages a portfolio of securities other than a face-amount certificate company or unit investment fund.

mandatory sinking fund description

Model-Generated Definition:

A kind of bond amortization payment terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms relating to a Mandatory Sinking Fund call of the issue.

mandatory sinking fund schedule

Model-Generated Definition:

A kind of schedule.

Definition:

mandatory sinking fund schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and mandatory sinking fund schedule. A valid occurrence satisfies the following necessary condition:

  • schedules mandatory event at least one occurrence of call of issue.

Definition: A full schedule of dates and payments for a Mandatory Sinking Fund style of Call.

manufactured home legal classification

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating whether the covered loan is secured by a manufactured home only or with land as well

margin

Model-Generated Definition:

A kind of formula argument. A valid occurrence may have the following properties:

Definition: The parameter of the Expression which is added to the Base to get the Interest amount.

margin account

Model-Generated Definition:

A kind of account.

Definition: Account held at a Derivatives Exchange by a participant in that exchange.

marine finance (please review)

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence may have the following properties:

  • percentage advanced (please review) any number of occurrences of Percentage.
  • boat held as chattel (please review) any number of occurrences of True Or False.
  • moored at (please review) any number of occurrences of Text.
  • residential (please review) any number of occurrences of True Or False.

Definition: A loan for the purchase of a boat or other vessel.

marine finance contract (please review)

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

Definition: Contract embodying the terms under which a loan is advanced for marine finance.

market (from package /Informative/Foundations/Business/Services/market)

Model-Generated Definition:

A kind of venue.

Definition: A venue where business may be done. This includes the market where securities may be issued. A market may be described in terms of a country, a region, or an abstract place construct such as the domestic market.

market (from package /Release/Financial Business And Commerce/Functional Entities/Markets/market)

Model-Generated Definition:

A kind of venue. A valid occurrence satisfies the following necessary condition:

Definition: a market is a venue that allows buyers and sellers of goods, commodities, services, etc. to conduct business, including markets where securities may be traded

market basket

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

Definition: a basket made up of market indices

market correlation risk party

Model-Generated Definition:

A kind of party in role.

Definition: A party which is party to some undue dependency in their market of operation, such as undue reliance of a particular market sector for their economic survival.

market data

Model-Generated Definition:

Definition: Data about financial instruments, that is published and may be used to support decision making or processing of financial instruments. Definition source: own definition.

market data provider

Model-Generated Definition:

A kind of financial information publisher. A valid occurrence satisfies the following necessary condition:

Definition: a publisher that publishes data about the financial markets

market identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of exchange.

Definition: identifier or code allocated to places of trade, i.e., stock exchanges, regulated markets, e.g., Electronic Trading Platforms (ECN), and unregulated markets, e.g., Automated Trading Systems (ATS)

market investment goal

Model-Generated Definition:

A kind of investment goal.

Definition: A business goal driving investment activities as distinct from day to day commercial trading activities.

market opening price

Model-Generated Definition:

A kind of market price. A valid occurrence may have the following properties:

Definition: The market opening price is the price a broker or someone would refer to at the start of trading.

market opening price type

Model-Generated Definition:

A kind of method.

Definition:

market parameter timed value (please review)

Model-Generated Definition:

A kind of timed value.

Definition: The actual value (at a point in time) of a parameter.

market price

Model-Generated Definition:

A kind of share price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • attribution any number of occurrences of any type.

Definition: A price determined about a trading market as a whole.

market rate

Model-Generated Definition:

A kind of published financial information and rate. A valid occurrence may have the following properties:

  • has quotation date and time any number of occurrences of date time.
  • has quotation date any number of occurrences of date.

Definition: a measure that is also published financial information providing a rate used to measure market trends for a set of instruments (S&P500, NASDAQ composite, 30 day CD) or that describes the economic climate for an industry (Dow Jones Industrial Average (DJIA), H&Q Growth Technologies) and/or political region (LIBOR, Prime)

market services provision

Model-Generated Definition:

A kind of service provision.

Definition:

market spread

Model-Generated Definition:

A kind of statistical measure. A valid occurrence satisfies the following necessary condition:

Definition: a statistical measure providing the difference (or spread) between two market rates

market transaction

Model-Generated Definition:

A kind of economic transaction. A valid occurrence satisfies the following necessary conditions:

Definition: Any transaction which defines a supply of some negotiable item in return for some Consideration. The Market Transaction has a Principal and a Counterparty, i.e. it is not symmetrical.

market transaction invoicing terms

Model-Generated Definition:

Definition:

market transaction payment terms

Model-Generated Definition:

A kind of economic contract commitment. A valid occurrence satisfies the following necessary condition:

Definition:

market value c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition:

market value structure

Model-Generated Definition:

Definition:

marketable service

Model-Generated Definition:

A kind of bundle of resources. A valid occurrence satisfies the following necessary condition:

  • takes material form at least one occurrence of service.

Definition:

marketplace provider

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary condition:

Definition: A provider of some service in which things may be sold by third parties to other third parties, such as a department store concessoin or a securities exchange or trading venue.

marketplace service

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary conditions:

Definition: Some service in which things may be sold by third parties to other third parties, such as a department store concessoin or a securities exchange or trading venue.

Mass

Model-Generated Definition:

A kind of Dimension.

Definition:

master agreement

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

Definition: A legal contract which is deemed to apply to a number of future activities between the parties thereto and having force over future agreements or contracts to be brought into effect between those parties.

master agreement account change notification obligation

Model-Generated Definition:

A kind of master agreement change notification obligation. A valid occurrence may have the following properties:

  • change of account details allowed any number of occurrences of True Or False.

Definition: The obligtation to notify the counterparty to this agreement, of any changes in account details.

master agreement change notification obligation

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

  • required days notice any number of occurrences of Whole Number.

Definition: The obligtaion to notify the counterparty to this agreement, of any changes in details.

master agreement early termination provisions

Model-Generated Definition:

A kind of o t c master agreement termination provisions. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • payment date calculation requirement any number of occurrences of Text.
  • statement calculation requirements any number of occurrences of Text.
  • effect of designation any number of occurrences of Text.

Definition: Terms and Conditions around early termination of the Master Agreement.

master agreement obligation

Model-Generated Definition:

Definition: Obligation set out in some Master Agreement.

master confirmation valuation time terms set

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has valuation time of day any number of occurrences of time of day.

Definition: Formal terms specifying the time for Valuation of Equity Underlying.

master credit facility

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

Definition: A pool of credit facilities is combined into a Master Credit Facility for more efficient management of credit.

material amount

Model-Generated Definition:

A kind of numeric amount. A valid occurrence satisfies the following necessary conditions:

Definition: A qualified amount of some continuous substance or some thing measured in units. Material Amount is always qualified by some unit in which the substance is measured.

mathematical curve

Model-Generated Definition:

Definition:

mathematical expression

Model-Generated Definition:

A kind of mathematical thing. A valid occurrence satisfies the following necessary condition:

Definition: Some expression of some mathematical quantity or quantities.

mathematical model

Model-Generated Definition:

Definition: A model for determining one or more parameters or the behaviour of parameters with respect to one another.

mathematical quantity

Model-Generated Definition:

A kind of parametric thing.

Definition: Some mathematical quantity which is to be expressed in some way. This is not itself an expression.

mathematical surface

Model-Generated Definition:

A kind of mathematical model.

Definition:

mathematical thing

Model-Generated Definition:

Definition: A Mathematical Thing is something in the universe of mathematics. That is, something that is a parameter (mathematical quantity) or something that is used to express that parameter, such as a value or components of a formula.

maturity

Model-Generated Definition:

A kind of timed parameter. A valid occurrence may have the following properties:

Definition: The period remaining until an instrument reaches the end of its life.

maturity equivalent p s a

Model-Generated Definition:

A kind of prepayment speed.

Definition: Prepayment speed that results in the same average life as that computed for the Collateralized Mortgage Obligation (CMO), Asset Backed Securities (ABS) or Mortgage Backed Securities (MBS) using the Maturity Prepay Model.

maturity extension

Model-Generated Definition:

Definition: The fact that the underlier fails to make principal payments as expected. Further notes: A credit event. REVIEW: The definition from FpML appears to be a variant on that for Failure To Pay Principal. The definition given here is the definition of a failure to pay principal but the FpML definition for Failure to pay Principal is more detailed. This definition alone does not justify an extension of the maturity. FpML full definition: 'A credit event. Results from the fact that the underlier fails to make principal payments as expected.'

Maturity level

Model-Generated Definition:

A kind of Concept.

Definition:

mean

Model-Generated Definition:

Definition: the most common measure of central tendency, the average of a set of numbers

mean price determination

Model-Generated Definition:

Definition: Exchange closing price may take an average (mean) price.

measurable asset

Model-Generated Definition:

A kind of asset. A valid occurrence satisfies the following necessary condition:

  • measured in at least one occurrence of currency.

Definition: Some asset which is or may be measured monearality in some currency. Editorial Note: This class introduced because the original FIBO model has a property "measured in" (with range of Currency) which is not in FIBO-FND v1.0 and because this lets us use the parent class to define anything as an asset if it is owned whether or not it is measured monetarily. Applications of the concept of Asset to accouting, book-keeping etc where it is measured should use this now term in place of the parent term "Asset". Note also that the moved property "measured in" is an object property, having a range of Currency.

Measurable Quantity

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition:

measure (from package /Release/Foundations/Utilities/Analytics/measure)

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

  • has measurement period in months any number of values of integer.
  • is a measure of any number of occurrences of any type.

Definition: an amount or degree of something; the dimensions, capacity, or amount of something ascertained by measuring

measure (from package /Informative/Foundations/Math/Amounts/measure)

Model-Generated Definition:

A kind of mathematical thing. A valid occurrence satisfies the following necessary conditions:

  • is measured in at least one occurrence of measurement unit.
  • reciprocal at least one occurrence of measure.
  • is measured in at least one occurrence of Unit.

Definition:

measured thing

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • has numerically measurable property at least one occurrence of timed parameter.

Definition: Any Independent Thing. This is included as a separate term only so that we can refer to the trivial fact that all Independent Things have any number of properties, without cluttering the Independent Thing itself. This is for the modeling of reference entities. Note that the measurable quantity should be replaced with the actual parent property in all cases. DO NOT USE THIS TERM ELSEWHERE

Measured Value

Model-Generated Definition:

A kind of quantity value.

Definition:

measurement instrument

Model-Generated Definition:

A kind of instrument. A valid occurrence satisfies the following necessary condition:

Definition: An instrument whose purpose is to measure some variable, for example in some physical process.

Measurement Procedure

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition:

measurement purpose

Model-Generated Definition:

A kind of purpose.

Definition: The purpose of measuring things.

measurement unit

Model-Generated Definition:

Equivalent to Unit.

A kind of quantity. A valid occurrence satisfies the following necessary conditions:

Definition: a quantity, defined and adopted by convention, with which any other quantity of the same kind can be compared to express the ratio of the two quantities as a number

meat commodity

Model-Generated Definition:

Definition: A commodity which is a kind of meat, such as pork bellies.

mechanical robot

Model-Generated Definition:

A kind of robot.

Definition: Some robot which has physical extent.

medium term note

Model-Generated Definition:

A kind of bond.

Definition: A Medium Term Note is a Negotiable debt instrument offered under a program agreement through one or more dealers upon request of the Issuer. The Program defines the terms and conditions of the notes. An MTN issue is defined by the fact that the registration doesn't have a pre-defined maturity.

memorandum

Model-Generated Definition:

A kind of written communication. A valid occurrence satisfies the following necessary conditions:

Definition: A semi-formal communication from one party to one or more other parties, communicating some information to them and identifying the fact that this has been communicated.

merchant

Model-Generated Definition:

A kind of business. A valid occurrence satisfies the following necessary condition:

  • is characterized by at least one occurrence of commerce.

Definition: a business entity engaged in a trading activity

merchant service

Model-Generated Definition:

A kind of financial service.

Definition: a financial service provided by a financial institution to a merchant or other business, including but not limited to managing financial transactions via a secure channel

message

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

Definition: Some message communicating something from some party to some other party.

method

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A way in which something is done.

metric weight measurement unit

Model-Generated Definition:

Definition:

MetroDivision

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:

Definition: Metropolitan division (MD) is an area specified by the government to describe a subsection of a certain metropolitan statistical area. In the US, this is governed by the Census Department.

metropolitan statistical area

Model-Generated Definition:

A kind of statistical area.

Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 50,000 population, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties

MetroStatArea

Model-Generated Definition:

A kind of geopolitical entity.

Definition: Metropolitan statistical area (MSA) is an area specified by the government to describe a certain metropolitan statistical area. In the US, this is governed by the Census department.

mezzanine c d o tranche

Model-Generated Definition:

A kind of c d o note. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • seniority any number of values of any type.

Definition: The tranche between senior and subordinated. Mezzanine tranches of a CDO issue are typically rated B to BBB.

mezzanine m b s tranche

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

micropolitan statistical area

Model-Generated Definition:

A kind of statistical area.

Definition: one or more adjacent counties or county equivalents that have at least one urban core area of at least 10,000 population but less than 50,000, plus adjacent territory that has a high degree of social and economic integration with the core as measured by commuting ties

mid price

Model-Generated Definition:

A kind of equity exchange published price and price analytic. A valid occurrence satisfies the following necessary conditions:

Definition: Mid (arithmetic mean) between Bid and Offer (Ask) price. Referred to in Europe not in US. e.g. LSE published a Mid price. Always an exchange that publishes. Question from editor: Can a Mid Price ever be an allotted price? Suspect not. Same question for Dealt Price.

military person

Model-Generated Definition:

Definition: a person that is a member of the active duty military

minimum margin

Model-Generated Definition:

Definition: The lowest amount an account can reach before needing to be replenished.

minor

Model-Generated Definition:

A kind of person.

Definition: a person under a certain age, usually the age of majority in a given jurisdiction, which legally demarcates childhood from adulthood

mixed basket

Model-Generated Definition:

A kind of basket. A valid occurrence satisfies the following necessary condition:

Definition: a basket that has a mix of constituents, including securities and indices

modified duration analytic

Model-Generated Definition:

A kind of duration analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The percentage price change of a security for a given change in yield. The higher the modified duration of a security, the higher its risk. Ad/ModDuration = [duration / {1 + (IRR/M)}]; where IRR is the internal rate of return and M is the number of compounding periods per year.

modify convention roll rule

Model-Generated Definition:

A kind of date determination reference rule. A valid occurrence may have the following properties:

Definition: A rule to apply when the Date Rool Rule results in a specified date falling on a working date in the month or year following the date which was returned before the Date Roll Rule was applied.

monetary amount

Model-Generated Definition:

A kind of monetary measure. A valid occurrence may have the following properties:

  • has currency any number of occurrences of currency.
  • has currency any number of occurrences of currency.

Definition: the measure which is an amount of money specified in monetary units

monetary authority

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

  • regulates supply of at least one occurrence of currency.

Definition: a regulatory agency that controls the monetary policy, regulation and supply of money in some country or group of countries

monetary measure

Model-Generated Definition:

A kind of measure.

Definition: some measure of some sum of money

monetary price

Model-Generated Definition:

A kind of monetary amount and price.

Definition: a price that that is expressed as a monetary amount

Monetary Reference

Model-Generated Definition:

A kind of Quantity Reference. A valid occurrence may have the following properties:

  • takes reference form any number of occurrences of currency.

Definition:

Monetary Valuation Procedure

Model-Generated Definition:

A kind of Measurement Procedure. A valid occurrence may have the following properties:

  • results in measured value any number of occurrences of Measured Value.

Definition:

money amount

See amount of money.

money market debt instrument

Model-Generated Definition:

A kind of debt instrument. A valid occurrence may have the following properties:

  • typical maturity duration any number of occurrences of up to one year.

Definition: Money Market Debt Instrument is a kind of short term debt security. This is defined as the logical union of all the securities that are commonly referred to as Money Market instruments.

money market deposit

Model-Generated Definition:

A kind of non tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

  • has value at issue at least one occurrence of par value.
  • has value at maturity at least one occurrence of par value.

A valid occurrence may also have the following properties:

Definition:

money market future

Model-Generated Definition:

Definition: A future instrument where the underlying is a money market instrument.

money market future standardized terms set

Model-Generated Definition:

Definition: A set of standard terms for money market futures contracts, as set out by the derivatives exchange. Money Market Futures contracts issued by and traded on that exchange will take on these terms or override them.

money market future underlying

Model-Generated Definition:

A kind of interest rate future debt underlying. A valid occurrence satisfies the following necessary condition:

Definition: The money market instrument which is the underlying of a Money Market Futures contract.

money market yield

Model-Generated Definition:

Definition:

money weighted rate of return performance determination method

Model-Generated Definition:

Definition: Money weighted rate of return.

month

Model-Generated Definition:

Definition: A Julian calendar month

more then one year description

Model-Generated Definition:

A kind of year based duration description. A valid occurrence may have the following properties:

Definition:

mortgage backed security instrument

Model-Generated Definition:

A kind of pool backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

mortgage borrower (please review)

Model-Generated Definition:

Definition:

mortgage collateral

Model-Generated Definition:

A kind of debt collateral.

Definition: Mortgage Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides one means by which some extension of finance (such as a loan, debt or equity issue) is under-written.

mortgage debt

Model-Generated Definition:

A kind of collateralized debt.

Definition: Mortgage debt issued under a Mortgage Backed Security.

mortgage indemnity guaranty (please review)

Model-Generated Definition:

A kind of guaranty. A valid occurrence satisfies the following necessary conditions:

Definition: Mortgage Indemnity Guaranty (MIG).

mortgage indemnity insurance policy (please review)

Model-Generated Definition:

A kind of insurance policy.

Definition: The physical policy for the Mortgage Indemnity Guaranty.

mortgage instrument weighted average remaining maturity

Model-Generated Definition:

A kind of instrument weighted average remaining maturity. A valid occurrence may have the following properties:

Definition: The weighted average of the time until all maturities on mortgages in a mortgage-backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity.

mortgage lender (please review)

Model-Generated Definition:

Definition:

mortgage lending (please review)

Model-Generated Definition:

A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:

Definition:

mortgage loan (please review)

Model-Generated Definition:

A kind of collateralized secured loan. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A loan securitized against some real estate.

mortgage loan application

Model-Generated Definition:

A kind of loan application. A valid occurrence satisfies the following necessary conditions:

Definition:

mortgage loan appraiser

Model-Generated Definition:

A kind of loan appraiser.

Definition: That party which appraises the borrower for the purposes of the loan.

mortgage loan borrower assessment information (please review)

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • first time buyer (please review) any number of occurrences of True Or False.

Definition:

mortgage loan borrower information (please review)

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence may have the following properties:

  • domiciled (please review) any number of occurrences of True Or False.

Definition:

mortgage loan contract (please review)

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A mortgage loan contract setting out the terms and conditions for a mortgage.

mortgage loan purpose (from package /Release/Loans/Loan Contracts/LoanCore/mortgage loan purpose)

Model-Generated Definition:

A kind of classifier.

Definition: The purpose for which mortgage loan proceeds will be used such as real property purchase, dwelling construction, or loan refinancing.

mortgage loan purpose (from package /Provisional/Loans/Loan Types/MortgageLoans/mortgage loan purpose)

Model-Generated Definition:

A kind of loan purpose.

Definition: A purpose for which a Mortgage Loan may be taken out.

mortgage pool

Model-Generated Definition:

A kind of loan pool. A valid occurrence satisfies the following necessary condition:

Definition: A number of mortgages combined into a single pool and used as an asset.

mortgage pool constituent

Model-Generated Definition:

Definition: Amortgage defined as a constituent of a Mortgage Pool.

mortgage product (please review)

Model-Generated Definition:

A kind of loan product. A valid occurrence satisfies the following necessary conditions:

Definition:

motorhome loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

mportgage loan contract

Model-Generated Definition:

A kind of closed end loan contract that can be recognized when an occurrence meets one of the following conditions:

  • has part at least one occurrence of any type.
  • has part at least one occurrence of any type.
  • comprises at least one occurrence of any type.

A valid occurrence satisfies the following necessary condition:

  • has closing date at least one occurrence of date.

A valid occurrence may also have the following properties:

Definition: A loan contract that is secured by real property. Adapted from the Cambridge Business English Dictionary.

Multi Dimensional Property

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition:

multilateral trading facility

Model-Generated Definition:

A kind of exchange. A valid occurrence may have the following properties:

Definition: a trading system that facilitates the exchange of financial instruments between multiple parties

multiple voting share

Model-Generated Definition:

A kind of voting share. A valid occurrence satisfies the following necessary condition:

  • confers two or more voting right at least two occurrences of voting right.

A valid occurrence may also have the following properties:

  • number of votes any number of occurrences of Whole Number.

Definition: A share which confers upon the holder multiple voting rights.

municipal area

Model-Generated Definition:

A kind of geopolitical entity. A valid occurrence satisfies the following necessary condition:

Definition: An area which is identified as a municipality and governed by a municipal government. Scope Note: In most of the world this term or word corresponds to a city area. In the US, municipalities are also identified as coextensive with counties and some other geographical areas.

municipal bond

Model-Generated Definition:

A kind of government issued bond and municipal security. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A debt security issued by or on behalf of a state or its political subdivision, or an agency or instrumentality of a state, its political subdivision, or a municipal corporation. Municipal bonds, for example, may be issued by states, cities, counties, special tax districts or special agencies or authorities of state or local governments.

municipal bond capital type

Model-Generated Definition:

Definition: the allocation of municipal bond proceeds

municipal bond issuance process information

Model-Generated Definition:

A kind of debt issuance process information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • to be bank qualified any number of occurrences of True Or False.

Definition: Information specific to the Issuance of a Municipal Bond.

municipal bond issue information

Model-Generated Definition:

A kind of bond issue information. A valid occurrence satisfies the following necessary condition:

  • debt issuance purpose exactly one occurrence of Text.

A valid occurrence may also have the following properties:

Definition: Information about the Issuance of a Municipal Bond, which is maintained throughout the life of the Security.

municipal bond refund terms

Model-Generated Definition:

Definition: terms related to the refunding process of municipal securities

municipal debt funds usage

Model-Generated Definition:

Definition: official statement identifying the application of funds in connection with a new issue of municipal securities

municipal debt issuer

Model-Generated Definition:

A kind of government debt issuer. A valid occurrence satisfies the following necessary conditions:

Definition: A Municipality, acting in the capacity of an Issuer. The Issuer of a Municipal Debt is a Municipality, which is identified as a State Actor governing on the part of a Municipal Area or City. This is equivalent to a Legal Entity.

municipal debt obligor

Model-Generated Definition:

Definition: A party having a financial obligation or arrangement to make the payment of all or part of debt service on municipal securities. The obligor is often the issuer but may be a conduit borrower of municipal securities proceeds.

municipal debt remarketing agent

Model-Generated Definition:

Definition: The municipal securities dealer responsible for reselling to investors securities (such as variable rate demand obligations and other tender option bonds) that have been tendered for purchase by their owner. The remarketing agent also typically is responsible for resetting the interest rate for a variable rate issue and may act as tender agent

municipal entity

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

Definition:

  • a polity that typically represents a city, township, or other administrative subdivision having corporate status and powers of self-government or jurisdiction
  • Municipal entity in the sense of a legal entity, that is, what it is that incurs debt for a municipality, i.e. the Municipality in the sense of the legal entity, as distinct from the Municipal government. Draft definition: The legal entity which is a city or municipality. This has a Government which sets laws applicable within the geographical area corresponding to this legal entity. It is identified as a legal entity as well as the setter of laws because it is able to incur debt in its own right.

municipal government

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

Definition: the government of a municipality

municipal note

Model-Generated Definition:

A kind of municipal security.

Definition: A short-term obligation of an issuer to repay a specified principal amount on a certain date, together with interest at a stated rate, usually payable from a defined source of anticipated revenues. Notes usually mature in one year or less, although notes of longer maturities are also issued.

municipal security

Model-Generated Definition:

A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Municipal Securities is a general term referring to a bond, note, warrant, certificate of participation or other obligation issued by a state or local government or their agencies or authorities (such as cities, towns, villages, counties or special districts or authorities). A prime feature of most municipal securities is that interest or other investment earnings on them are generally excluded from gross income of the bondholder for federal income tax purposes. Some municipal securities are subject to federal income tax, although the issuers or bondholders may receive other federal tax advantages for certain types of taxable municipal securities. Some examples include Build America Bonds, municipal fund securities and direct pay subsidy bonds.

municipal trustee

Model-Generated Definition:

Definition: A financial institution with trust powers, designated by the issuer or borrower, that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in enforcing the terms of the bond contract. In many cases, the trustee also acts as custodian, paying agent, registrar and/or transfer agent for the bonds

municipality

Model-Generated Definition:

A kind of geopolitical entity.

Definition: an urban administrative division having corporate status and usually powers of self-government or jurisdiction

mutual agreement

Model-Generated Definition:

A kind of agreement. A valid occurrence satisfies the following necessary condition:

Definition: an agreement between two or more specific named parties. The rights and obligations pertaining to either party cannot be transferred to another party without prior agreement

mutual commitment

Model-Generated Definition:

A kind of commitment.

Definition: A commitment between two or more parties

mutual contractual agreement

Model-Generated Definition:

A kind of contract and mutual agreement. A valid occurrence satisfies the following necessary condition:

Definition: a contract between two or more specific named parties; the rights and obligations pertaining to either party cannot be transferred to another party without prior written permission or a change to the contract itself

mutual savings bank

Model-Generated Definition:

A kind of savings bank.

Definition: a financial institution that accepts deposits primarily from individuals and places a large portion of its funds into mortgage loans

N
name

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

  • name written as any number of occurrences of Text.

Definition: Some text or sounds by which an autonomous entity may be known and which is used to refer to it.

national bank

Model-Generated Definition:

Definition: a commercial bank whose charter is approved by the Office of the Comptroller of the Currency (OCC) rather than by a state banking department

national government

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

  • governs at least one occurrence of country.

Definition: a government and the politicians that that run a country as a whole (as opposed to local government)

national identification number

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary conditions:

Definition: a number or text which appears on an identity document issued by a country or jurisdiction

National Information Center (NIC) registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: an entry in the the National Information Center (NIC) repository, a repository of financial data and institution characteristics collected by the Federal Reserve System

national numbering agency

Model-Generated Definition:

A kind of registration authority. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a registration authority responsible for issuing and managing National Securities Identifying Numbers for securities in accordance with the ISO 6166 standard in some jurisdiction (typically that of a country)

national numbering agency registry entry

Model-Generated Definition:

A kind of registry entry. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: an entry in a National Securities Identifying Number registry

National Securities Identifying Number

Model-Generated Definition:

A kind of security identifier. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a generic, nine-digit alpha numeric code which identifies a fungible security, assigned by a national numbering agency under the ISO 6166 standard

National Securities Identifying Number registry

Model-Generated Definition:

A kind of registry. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a registry used by a national numbering agency to manage the financial instrument identifiers and related information that it registers

national security identification scheme

Model-Generated Definition:

A kind of registration scheme and security identification scheme. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a security identification scheme, defining the format and structure of a National Securities Identifying Number (NSIN), published nationally on behalf of a country

Nationwide Mortgage Licensing System and Registry Identifier

Model-Generated Definition:

A kind of license identifier.

Definition: the number permanently assigned by the Nationwide Mortgage Licensing System and Registry (NMLS) for each company, branch, and individual that maintains a single account on NMLS.

native yield

Model-Generated Definition:

A kind of relatively defined debt instrument yield. A valid occurrence satisfies the following necessary condition:

Definition: The yield of the security as determined using the Yield Calculation Method that is the default for the market that the security is traded in.

native yield calculation method

Model-Generated Definition:

A kind of relative yield calculation method. A valid occurrence satisfies the following necessary condition:

Definition: The convention used in the marketplace for that security.

natural person

Model-Generated Definition:

A kind of adult and legal person.

Definition: A person of maturity who in the eyes of the law is able to assume obligations.

natural person limited partner

Model-Generated Definition:

A kind of limited partner. A valid occurrence satisfies the following necessary condition:

Definition: A limited partner in a partnership, who is and may only be a Natural Person i.e. a human being.

negative pledge

Model-Generated Definition:

A kind of guaranty.

Definition: Guaranty whereby the issuer will not pledge any assets if doing so would result in less security for the investors.

Negative Whole Number

Model-Generated Definition:

A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:

Definition:

negotiable cash

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

  • is quantity of at least one occurrence of cash.

A valid occurrence may also have the following properties:

  • denomination any number of occurrences of currency.

Definition:

negotiable commodity

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • unit of measure any number of occurrences of Text.

Definition: Goods or raw materials which may be bought or sold in some marketplace.

negotiable security (please review)

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

  • negotiable security takes form of (please review) at least one occurrence of security.

Definition: A security in the context of being something that can be bought and sold, i.e. as a kind of negotiable thing. This is the context in which a trading or listing service provides for the sale or purchase of such a security.

neighborhood

Model-Generated Definition:

Definition: Some residential area.

neighborhood subdivision

Model-Generated Definition:

Definition: A block or subdivision within some residential area, commonly designated sa such for the purposes of addressing and containing within it some streets and / or residential blocks.

net asset value

Model-Generated Definition:

A kind of fund price. A valid occurrence may have the following properties:

  • declaration time any number of values of time.
  • valuation time any number of values of time.

Definition:

net asset value calculation method

Model-Generated Definition:

A kind of method. A valid occurrence satisfies the following necessary condition:

  • is calculated in at least one occurrence of currency.

A valid occurrence may also have the following properties:

  • declaration channel any number of occurrences of Text.
  • historic pricing indicator any number of occurrences of True Or False.
  • valuation frequency textual description any number of occurrences of Text.
  • valuation frequency any number of occurrences of frequency.

Definition: Parameters for the calculation of the net asset value for an investment fund/fund class.

net balance sheet income

Model-Generated Definition:

A kind of net income.

Definition:

net income

Model-Generated Definition:

A kind of income.

Definition:

net sales income

Model-Generated Definition:

A kind of net income.

Definition: Profit

netting terms

Model-Generated Definition:

A kind of o t c master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • automatic netting applicable any number of occurrences of True Or False.
  • cross transaction netting election any number of occurrences of True Or False.

Definition: Terms setting out how Netting may or may not take place and the Obligations on each party in respect of that Netting.

network address

Model-Generated Definition:

A kind of address.

Definition:

network location

Model-Generated Definition:

A kind of virtual location. A valid occurrence satisfies the following necessary condition:

  • is identified by exactly one occurrence of address.

Definition: A network address is location in a telecommunications network that may be identified by a network address (an identifier for a node or interface)

new housing sector

Model-Generated Definition:

Definition: a classifier for a sector of the economy used for price indices focused on contractors' selling prices of new residential houses, where detailed specifications pertaining to each house remain the same between two consecutive periods

new money purpose

Model-Generated Definition:

Definition: Securities Issued for new Project or Purpose.

next call

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The next call of the issue, as at the current time.

next call date

Model-Generated Definition:

Definition: The next date on which the issue can be called, from the present date.

next put

Model-Generated Definition:

A kind of put of issue.

Definition: The next available put date for the issue, as at the current time.

Model-Generated Definition:

Definition: Nil paid

non agency i o tranche

Model-Generated Definition:

Definition: Interest Only tranche, meaning that this tranche will only pay interest.

non agency jump tranche

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

Definition: A tranche where if there is some sort of trigger event reached then the holders of the tranche will begin to receive payments.

non agency jump z tranche

Model-Generated Definition:

Definition: A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

non agency m b s issuer

Model-Generated Definition:

A kind of m b s issuer. A valid occurrence satisfies the following necessary condition:

Definition: A party which is a non agency issuer of MBS securities. The identity of this party may be a bank or a specialist (non agency) mortgage company. Term origin:MBS PoC Reviews

non agency mortgage pool

Model-Generated Definition:

A kind of mortgage pool. A valid occurrence satisfies the following necessary conditions:

Definition:

non agency p o tranche

Model-Generated Definition:

Definition: Principal Only tranche. This tranche will only pay principal.

non agency regular jump z tranche

Model-Generated Definition:

A kind of non agency jump z tranche. A valid occurrence satisfies the following necessary condition:

Definition: Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger event is in effect, and revert to their old payment status once the trigger event has passed.

non agency sticky jump z tranche

Model-Generated Definition:

Definition: "Sticky" Jump Z tranches maintain the payment priority of a Jump Z tranche until they are retired.

non agency z tranche

Model-Generated Definition:

Definition: A tranche that does not receive payments while other tranches remain.

non cash securities delivery

Model-Generated Definition:

Definition: Delivery is by some other means.

non cumulative preference share

Model-Generated Definition:

A kind of preference share. A valid occurrence may have the following properties:

Definition: Non Cumulative Preference Shares are preference shares where the payment of the fixed dividend, if not made in a given trading year, is not carried forward to the next trading year.

non defaulting party

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

non European Economic Area branch

Model-Generated Definition:

A kind of credit institution.

Definition: a branch of a credit institution whose Head Office is in a third country

non human animal

Model-Generated Definition:

A kind of autonomous agent.

Definition: Some animal other than a member of the species /homo/ /sapiens/

Non Negative Number

Model-Generated Definition:

A kind of Numeric Value.

Definition:

Non Negative Whole Number

Model-Generated Definition:

A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:

Definition:

non participating preference share

Model-Generated Definition:

Definition: The usual type of preference share, which is not a Participating Preference Share

non participating share

Model-Generated Definition:

A kind of share.

Definition:

non payment (please review)

Model-Generated Definition:

A kind of value changing activity (please review). A valid occurrence satisfies the following necessary condition:

Definition:

non self governing territory

Model-Generated Definition:

Definition:

non specific address text

Model-Generated Definition:

A kind of postal address element. A valid occurrence may have the following properties:

  • non specific address text any number of occurrences of Text.

Definition:

non statutory reporting obligation

Model-Generated Definition:

Definition:

non tradable debt instrument

Model-Generated Definition:

A kind of debt instrument, debt instrument, and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a debt instrument that may not be bought or sold

non tradable debt interest terms

Model-Generated Definition:

A kind of interest payment terms. A valid occurrence may have the following properties:

  • interest rate any number of occurrences of Percentage.

Definition: Terms for payment of interest on debt instruments that are not traded securities, i.e. over the counter, bilateral paper.

non value changing activity (please review)

Model-Generated Definition:

Definition:

non voting share

Model-Generated Definition:

A kind of share. A valid occurrence may have the following properties:

Definition:

non-binding terms

Model-Generated Definition:

Definition: contractual commitments that do not have binding legal standing on the issuer or holder

non-binding terms set

Model-Generated Definition:

A kind of contract terms set.

Definition: terms that do not have binding legal standing on the issuer or holder

non-depository institution

Model-Generated Definition:

Definition: any financial institution that acts as the middleman between two parties in a financial transaction, and that does not provide traditional depository services, such as brokerage firms, insurance companies, investment companies, etc.

non-depository trust company

Model-Generated Definition:

Definition: a trust company that accepts and executes trusts, but does not issue currency; non-depository trust companies can either be Federal Reserve Members or Federal Reserve Non-members

non-executive board member

Model-Generated Definition:

A kind of Board Member.

Definition: Some person performing the role of a Board Member of a company, and having no executive responsibilities towards the running of the company.

non-governmental organization

Model-Generated Definition:

A kind of not for profit organization. A valid occurrence satisfies the following necessary condition:

Definition: a not for profit organization that is a citizen-based group that functions independently of government

non-incorporated partnership

Model-Generated Definition:

Definition: a partnership in which the partners are jointly and severally liable for liabilities incurred by the entity

non-physical underlier

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: an underlier that does not represent a deliverable asset

non-rolling date

Model-Generated Definition:

A kind of explicit date.

Definition: an explicit date that equates to a calendar date with no adjustments and with no reference to any date specification

non-tradable debt redemption terms

Model-Generated Definition:

Definition: terms for repayment of principal on debt instruments that are not traded securities, such as over the counter, bilateral paper

non-wholly owned subsidiary

Model-Generated Definition:

A kind of subsidiary.

Definition: a subsidiary which is not a wholly owned subsidiary

nostro account

Model-Generated Definition:

A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:

  • has party balance at least one occurrence of nostro balance.
  • nostro account has perspective at least one occurrence of account holder.
  • is view on at least one occurrence of account.

Definition:

nostro balance

Model-Generated Definition:

A kind of balance.

Definition:

nostro or vostro

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has party balance any number of occurrences of balance.
  • is view on any number of occurrences of account.

Definition:

not for profit corporation

Model-Generated Definition:

Definition: a corporation approved by its jurisdictional oversight and taxing authorities as operating for educational, charitable, social, religious, civic or humanitarian purposes

not for profit objective

Model-Generated Definition:

A kind of objective.

Definition: an objective that reflects the charitable, educational, religious, humanitarian, public services, or other not for profit goals of an organization

not for profit organization

Model-Generated Definition:

A kind of formal organization. A valid occurrence satisfies the following necessary condition:

Definition: an organization that uses its surplus revenues to further achieve its purpose or mission, rather than distributing its surplus income to the organization's owners (directors, investors, or equivalents) as profit or dividends

note fund unit

Model-Generated Definition:

A kind of fund unit.

Definition: Need a legal definition - to follow. This is one of the mechanisms by which an investor may hold an interest in a fund, but is not a Bond or a Share.

note stake in fund

Model-Generated Definition:

A kind of stake in fund. A valid occurrence satisfies the following necessary condition:

Definition: A stake held in a fund by way of a note.

notice

Model-Generated Definition:

A kind of written communication. A valid occurrence satisfies the following necessary condition:

Definition: Some formal written communication, notifying some party or parties about some fact or occurrence.

notification feature

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

  • notification any number of occurrences of True Or False.
  • days to call notification any number of occurrences of Whole Number.

Definition:

notifying party

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: The party which is able to issue formal notices indicating that a Credit Event has taken place, by means of a credit event notice.

notional financial marketplace

Model-Generated Definition:

Definition: a place which is identified as a financial market but which is not a physical place such as a country or region. This may be a conceptual place such as the Eurobond market or the Global market.

notional place (from package /Release/Foundations/Places/VirtualPlaces/notional place)

Model-Generated Definition:

A kind of location.

Definition: A place described in terms of some abstract description or as a list of commonly understood concepts such as domestic, Eurozone etc.

notional place (from package /Informative/Foundations/Places Ext/VirtualPlaces/notional place)

Model-Generated Definition:

A kind of virtual location.

Definition: A place described in terms of some abstract description or as a list of commonly understood concepts such as domestic, Eurozone etc.

notional step amount

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

Definition: the amount of money which is removed from the notional on each step date

notional step change event

Model-Generated Definition:

A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:

Definition: a step change in the notional amount of the swapstream

notional step percentage amount

Model-Generated Definition:

Definition: the percentage amount by which the notional changes on each step date

notional step period length

Model-Generated Definition:

A kind of recurrence interval.

Definition: The length of each period in the step schedule, as a period of time.

notional step schedule

Model-Generated Definition:

A kind of parametric schedule. A valid occurrence satisfies the following necessary conditions:

Definition: schedule of changes in the notional amount on which interest is paid, comprising the regular sequence of step events

novated option contract

Model-Generated Definition:

A kind of exchange traded option contract. A valid occurrence satisfies the following necessary condition:

Definition: An Option Contract after the stage where a Derivatives Exchange has novated this contract and become the principal to it, for purposes of clearing and settlement. The Clearing House novates both contract. So when you are on the floor (as a Broker), you trade with another Broker. Then you take it to th eRing, and present it to the Ring. So you write a contract and give it to the ringleader, who then books it. So the party you dealt with deals with the exahcnge, and you deal with the exchange. THen there are two contracts for one deal. So the answer here is that there are two novated contracts for one Options deal. Difference: If not open outcry? In OO the deal is done and given to the ringleader, who represents the Cleaing house. When it's not open outcry, the clearing house gets the deal, books the deal, and margins it. So you don't know as much about the deal and process. This eliminiates stickiness of a market that has credit. Similar to what occurs in share markets, where clearing takes place, e.g. when someone defaults on delivery. Clearing House simply closes out the contract.

novated option contract principal

Model-Generated Definition:

A kind of traded option principal. A valid occurrence satisfies the following necessary condition:

Definition:

Number

Model-Generated Definition:

A kind of Numeric Value.

Definition:

numeric amount

Model-Generated Definition:

A kind of quantitative amount. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • has value any number of occurrences of value.

Definition: An amount of some discrete thing Note: does not require units as the individual things are counted. Tech note: in other (data) standards this stands alongside (material) Amount rather than above it see e.g. CCTS, ISO 20022 v1.5

numeric index

Model-Generated Definition:

A kind of expression, quantity value, and statistical measure. A valid occurrence satisfies the following necessary conditions:

Definition: the change in some aggregate relative to the value of the aggregate at a reference period

Numeric Ratio

Model-Generated Definition:

A kind of Numeric Value.

Definition:

Numeric Value

Model-Generated Definition:

A kind of Atomic Value.

Definition:

numerical parameter

Model-Generated Definition:

A kind of mathematical quantity. A valid occurrence satisfies the following necessary conditions:

Definition: Anything which is defined as a parameter of something, and takes a numerical value.

numerical variable

Model-Generated Definition:

A kind of numerical parameter.

Definition: Some numerical variable.

O
o s p

Model-Generated Definition:

A kind of valuation time type.

Definition:

o t c bond market price

Model-Generated Definition:

A kind of debt security price and security market price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • otc bond market price has value any number of occurrences of timed percentage.

Definition: The price determined for the marketplace for a bond which is traded over the counter.

o t c bond option

Model-Generated Definition:

A kind of debt derivative contract and o t c option contract. A valid occurrence satisfies the following necessary conditions:

Definition: Definition needed.

o t c contract on future

Model-Generated Definition:

A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:

Definition: An option contract with an underlying futures contract.

o t c contract settlement terms

Model-Generated Definition:

Definition: settlement terms specific to an over-the-counter agreement

o t c currency option

Model-Generated Definition:

A kind of foreign exchange derivative contract and o t c option contract. A valid occurrence may have the following properties:

  • selling currency any number of occurrences of currency.
  • buying currency any number of occurrences of currency.

Definition: A contract that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time.

o t c derivative agreement

Model-Generated Definition:

Definition:

o t c derivative contract

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary condition:

Definition: A derivative contract which is struck between two parties "Over the Counter".

o t c derivative master agreement representation

Model-Generated Definition:

Definition: Representations by one or other party in the Master Agreement.

o t c derivative transaction

Model-Generated Definition:

A kind of covered transaction. A valid occurrence satisfies the following necessary conditions:

Definition: A derivative transaction which is struck over the counter between two parties.

o t c derivative transaction master agreement

Model-Generated Definition:

A kind of master agreement. A valid occurrence satisfies the following necessary conditions:

Definition: Master agreement covering over the counter derivatives transactions to be carried out between the parties to this contract.

o t c derivatives master agreement obligation

Model-Generated Definition:

Definition: Obligation set out in some OTC Derivatives Master Agreement.

o t c fx product

Model-Generated Definition:

A kind of o t c product.

Definition: An OTC Product for foreign exchange, whereby two or more currencies are transacted.

o t c index option

Model-Generated Definition:

Definition: An option whose underlying security is an index. If exercised, settlement is made by cash payment, since physical delivery is not possible.

o t c instrument contract

Model-Generated Definition:

A kind of economic contract. A valid occurrence satisfies the following necessary condition:

Definition:

o t c interest rate cap option contract

Model-Generated Definition:

A kind of option strip contract. A valid occurrence may have the following properties:

Definition: A strip of options in which interest payable in each period is either the Observable (Underlying) rate or the Strike rate, at the holder's discretion, and in which the Strike rate represents a rate above which the holder can elect not to pay.

o t c interest rate floor option contract

Model-Generated Definition:

A kind of option strip contract. A valid occurrence may have the following properties:

Definition:

o t c interest rate option

Model-Generated Definition:

A kind of o t c option contract. A valid occurrence satisfies the following necessary condition:

Definition: An option that tracks the cap and floor of an underlying interest rate.

o t c master agreement agreements terms

Model-Generated Definition:

Definition: Terms setting out specific Agreements between the parties, that is specific things they agree to do or allow.

o t c master agreement conditions precedent

Model-Generated Definition:

A kind of conditions precedent and o t c master agreement element. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Conditions precedent on payment or delivery on a transaction transacted under this Master Agreement.

o t c master agreement contractual commitment

Model-Generated Definition:

Definition:

o t c master agreement early termination right

Model-Generated Definition:

A kind of contractual right.

Definition: Right or one or other party to the Master Agreement to termination the Agreement early.

o t c master agreement element

Model-Generated Definition:

A kind of contractual element.

Definition: Terms specific to a Master Agreement governing transactions of Over the Counter derivatives between parties.

o t c master agreement obligations terms

Model-Generated Definition:

A kind of o t c master agreement contractual commitment. A valid occurrence satisfies the following necessary condition:

Definition: Terms setting out the obligations on one or other party to the agreement.

o t c master agreement right to termination following default event

Model-Generated Definition:

A kind of o t c master agreement early termination right. A valid occurrence satisfies the following necessary conditions:

Definition: The Right to Terminate the Master Agreement Following an Event of Default.

o t c master agreement right to termination following termination event

Model-Generated Definition:

A kind of o t c master agreement early termination right. A valid occurrence satisfies the following necessary condition:

Definition: The Right to Terminate the Agreement Following some Termination Event.

o t c master agreement termination event

Model-Generated Definition:

Definition: "Termination Event" means an Illegality, a Tax Event or a Tax Event Upon Merger or, if specified to be applicable, a Credit Event Upon Merger or an Additional Termination Event.

o t c master agreement termination provisions

Model-Generated Definition:

A kind of o t c master agreement element and termination provisions. A valid occurrence satisfies the following necessary condition:

Definition: Termination provisions in the OTC Derivatives Master Agreement, setting out the conditions, consequences etc. of termination of the Agreement.

o t c option contract

Model-Generated Definition:

A kind of option contract and otcinstrument. A valid occurrence may have the following properties:

  • effective date any number of occurrences of date.
  • number of options any number of occurrences of Number.

Definition: Exotic options traded on the over-the-counter market, where participants can choose the characteristics of the options traded.

o t c product

Model-Generated Definition:

Definition: An Over the Counter Derivative. This is made up of one or more transactions, with a corresponding contract or contracts.

o t c transaction agreement

Model-Generated Definition:

Definition: The agreement which forms the basis of any Over the Counter (OTC) transaction, including OTC derivatives and bilateral debt instruments.

objective

Model-Generated Definition:

Definition: a statement of a quantitative, measurable result that a person, organization, or system seeks to attain in order to achieve its goals

obligation acceleration

Model-Generated Definition:

A kind of c d s credit event. A valid occurrence may have the following properties:

Definition: One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay

obligation conditional on some circumstance

Model-Generated Definition:

Definition: An Obligation which is conditional on the existence or continuing existence of some circumstance.

obligation conditional on some event

Model-Generated Definition:

Definition: Obligation conditional on the occurrence of some event.

obligation credit event

Model-Generated Definition:

A kind of credit event. A valid occurrence satisfies the following necessary condition:

Definition: An event which relates specifically to an individual security issued by the Reference Entity (the Reference Obligation).

obligation default

Model-Generated Definition:

A kind of c d s credit event. A valid occurrence may have the following properties:

Definition: One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay.

obligation in respect of netting

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • discharged by netting any number of occurrences of True Or False.

Definition: Some obligation on one or other party in respect of any netting up of amounts due under a combination of transactions transacted under this Master Agreement.

obligor

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

observable best value

Model-Generated Definition:

A kind of observable value. A valid occurrence satisfies the following necessary conditions:

Definition:

observable final value

Model-Generated Definition:

A kind of observable value. A valid occurrence satisfies the following necessary condition:

Definition:

observable underlier

Model-Generated Definition:

A kind of underlier.

Definition: An underlying observable which is in numeric form and does not represent a deliverable asset.

observable value

Model-Generated Definition:

Definition: a value for something that can be observed in the marketplace

occurrence

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An Occurrence is a happening of an OccurrenceKind. Each Occurrence has a DateTimeStamp, which identifies when the Occurrence happened, and a Location (possibly virtual), that identifies where the Occurrence happened.

occurrence based date

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

Definition: An OccurrenceBaseDate is a CalculatedDate that is defined with respect to the Occurrence of some OccurrenceKind. The 'hasDateValue' property of an OccurrenceBasedDate is not set until the Occurrence happens. The 'triggeredBy' property relates an OccurrenceBasedDate to the OccurrenceKind that gives the meaning of the OccurrenceBasedDate.

occurrence kind

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has occurrence any number of occurrences of occurrence.
  • is exemplified by any number of occurrences of occurrence.

Definition: An OccurrenceKind is a type of event, which has a description. An OccurrenceKind may or may not ever happen, and thus does not have a Date. An OccurrenceKind happens as an Occurrence, which does have a Date.

offer price (from package /Provisional/Market Data/CIV Temporal/FundsTemporal/offer price)

Model-Generated Definition:

A kind of fund price.

Definition:

offer price (from package /Provisional/Market Data/Equity Temporal/EquityPricing/offer price)

Model-Generated Definition:

A kind of quote price. A valid occurrence may have the following properties:

Definition:

offeree

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: a party that receives an offer from something from someone (i.e., an offerer) based on the terms of the offering

offering

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is offering of any number of occurrences of any type.

Definition: an expression of interest in providing something to someone that is contigent upon acceptance, forbearance, or some other consideration, as desired by the offeree(s)

offering document

Model-Generated Definition:

A kind of legal document and publication. A valid occurrence satisfies the following necessary conditions:

  • is evidence for exactly one occurrence of securities offering.
  • applies to at least one occurrence of security.
  • has date of issuance exactly one occurrence of date.
  • has expiration date exactly one occurrence of date.

Definition: information about the issuance of a security, maintained throughout the life of the security

offering statement

Model-Generated Definition:

A kind of offering document.

Definition: an offering document that conforms to Regulation A, Offering Statement, of the Securities Act of 1933

offeror

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

Definition: a party that proposes to make something available to someone (i.e., an offeree) based on the terms of the offering

official closing price

Model-Generated Definition:

A kind of equity exchange published price and Error1. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The price at close of trading on a given trading day on an exchange.

oil commodity

Model-Generated Definition:

A kind of energy commodity. A valid occurrence may have the following properties:

  • has grade any number of occurrences of oil grade.

Definition: Oil as a commodity.

oil delivery

Model-Generated Definition:

Definition: Delivery of oil.

oil grade

Model-Generated Definition:

Definition: The grade of oil which is defined as this oil commodity.

on watch outlook

Model-Generated Definition:

Definition:

one vote per holder

Model-Generated Definition:

Definition: Voting rights limited rights to one vote per person, or institution, to avoid any party taking control. Further notes: Not in ISO FIBIM selection. Identified from new article on UK building societies. Note that further types of voting rights can be defined any time in the prospectus for a new security. Original Article quotation: "Adrian Coles, director general of the Building Societies Association, said it would be helpful if building societies could issue shares to investors to raise funds, but limit voting rights to one vote per person, or institution, to avoid any party taking control. Article Source:article on Profit Participating Deferred Shares in relation to West Bromwich Building society By Philip Aldrick,[citation missing], 12 June 2009

Ontology

Model-Generated Definition:

Definition:

open end loan contract

Model-Generated Definition:

A kind of loan contract. A valid occurrence may have the following properties:

Definition: A LoanContract for a line of credit where a borrower may take money and pay it back up to an agreed limit, and interest is charged only on the amount that remains, which may be paid off at any time within the period of the line. Adapted from Cambridge Business English Dictionary.

open ended or closed

Model-Generated Definition:

Definition:

open outcry price determination method

Model-Generated Definition:

Definition: Method of trading on a commodity exchange. The term derives from the fact that traders must shout out their buy or sell orders. When a trader shouts he wants to sell at a particular price and someone else shouts he wants to buy at that price the two traders have made a contract that will be recorded.

open time

Model-Generated Definition:

A kind of valuation time type.

Definition:

operating business address relation

Model-Generated Definition:

A kind of business site. A valid occurrence may have the following properties:

Definition:

operating expense

Model-Generated Definition:

A kind of expenditure.

Definition: Operating Overheads

operational risk

Model-Generated Definition:

A kind of risk. A valid occurrence satisfies the following necessary condition:

Definition:

operational risk consequence

Model-Generated Definition:

A kind of impact. A valid occurrence satisfies the following necessary condition:

Definition:

operator

Model-Generated Definition:

Definition:

option

Model-Generated Definition:

Definition: a contract that grants to the holder either the privilege to purchase or the privilege to sell the assets specified at a predetermined price or formula at or within a time in the future

option barrier feature event

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • relates to at least one occurrence of market rate.
  • has direction at least one occurrence of up or down.

A valid occurrence may also have the following properties:

  • threshold any number of occurrences of Number.

Definition: An event which defines when an option feature comes into effect.

option barrier feature terms

Model-Generated Definition:

A kind of option exercise time terms set. A valid occurrence satisfies the following necessary conditions:

Definition: Formal terms setting out when and under what circumstances the option contract is deemed to be in force. This takes the form of an event and the relationship between the event and the applicability of the option.

option binary payout terms set

Model-Generated Definition:

A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms governing a binary payout commitment.

option buyer

Model-Generated Definition:

Definition:

option buyer commitment

Model-Generated Definition:

A kind of contractual economic commitment. A valid occurrence satisfies the following necessary condition:

Definition: Commitments, if any, on the part of the holder (buyer) of the Option.

option call transaction

Model-Generated Definition:

A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:

Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase of the underlying or some cash equivalent thereof, as defined in the option contract.

option closing price

Model-Generated Definition:

Definition:

option conditional payout terms set

Model-Generated Definition:

A kind of option payout terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms governing a conditional payment commitment on an option.

option contract

Model-Generated Definition:

A kind of derivative instrument and securities transaction contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A financial derivative which represents a contract sold by one party (option writer) to another party (option holder). The contract offers the buyer the right, but not the obligation, to buy (call) or sell (put) a security or other financial asset at an agreed-upon price (the strike price) during a certain period of time or on a specific date (exercise date).

option contract on futures

Model-Generated Definition:

A kind of exchange traded option contract. A valid occurrence satisfies the following necessary conditions:

Definition: Future options are the most common type of equity derivative. They provide the right, but not the obligation to trade a quantity of futures instruments at a set price at a future time.

option contract terms set

Model-Generated Definition:

Definition:

option daily settlement price

Model-Generated Definition:

A kind of security price. A valid occurrence satisfies the following necessary condition:

Definition: The official price at the end of a trading session. This price is established by The Options Clearing Corporation and is used to determine changes in account equity, margin requirements, and for other purposes.

option exercise time terms set

Model-Generated Definition:

A kind of option contract terms set. A valid occurrence satisfies the following necessary condition:

Definition:

option feature

Model-Generated Definition:

A kind of method.

Definition: Types of feature for an option. This itemizes whether the option comes into force (Knock In) or ceases being in force (Knock Out) when the stated event occurs.

option guarantor

Model-Generated Definition:

A kind of contract guarantor. A valid occurrence satisfies the following necessary condition:

Definition: The Guarantor of an options security. This is the party that agreed to make good any losses incurred by the holder in the event of a default by the issuer.

option instrument exercise terms

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • strike price any number of occurrences of Number.

Definition: Contractual terms defining when or under what circumstances an options instrument may be exercised.

option intrinsic value

Model-Generated Definition:

A kind of value in use.

Definition: Intrinsic Value (Calls): When the underlying security's price is higher than the strike price a call option is said to be "in-the-money." Intrinsic Value (Puts): If the underlying security's price is less than the strike price, a put option is "in-the-money." Only in-the-money options have intrinsic value, representing the difference between the current price of the underlying security and the option's exercise price, or strike price.

option on futures underlying

Model-Generated Definition:

A kind of underlying on option. A valid occurrence satisfies the following necessary condition:

Definition: The underlying of a traded Futures Option, which is a traded Futures contract, generally on the same derivatives exchange.

option party

Model-Generated Definition:

Definition:

option payout commitment

Model-Generated Definition:

A kind of option writer commitment. A valid occurrence satisfies the following necessary condition:

Definition: Commitment by the issuer to pay out on an option should the holder choose to exercise this.

option payout terms set

Model-Generated Definition:

A kind of option contract terms set and parametric cashflow terms. A valid occurrence satisfies the following necessary condition:

Definition: Terms governing the payout on an option. These formally define the commitment(s) entered into by the writing party to the option.

option premium

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The amount paid for an option.

option premium expression

Model-Generated Definition:

Definition: The formal expression of the Option Premium.

option premium fixed

Model-Generated Definition:

Definition:

option premium payment arrangement

Model-Generated Definition:

A kind of method.

Definition: Premium Type for Forward Start Equity Options.

option premium pre or post type

Model-Generated Definition:

Definition:

option premium variability

Model-Generated Definition:

Definition:

option premium variable

Model-Generated Definition:

Definition:

option put transaction

Model-Generated Definition:

A kind of optional underlying transaction. A valid occurrence satisfies the following necessary conditions:

Definition:

option strike reset schedule

Model-Generated Definition:

Definition:

option strike terms set

Model-Generated Definition:

A kind of option contract terms set. A valid occurrence may have the following properties:

  • strike currency any number of occurrences of currency.

Definition: Contractual terms setting out the price or level at which the option is to be struck. FpML strike: 'Defines whether it is a price or level at which the option has been, or will be, struck.'

option strip contract

Model-Generated Definition:

A kind of otcinstrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A strip or sequential set of options with periodic reset dates, such that each period between resets behaves like an individual option (known as a Caplet or Floorlet).

option strip reset schedule

Model-Generated Definition:

A kind of schedule.

Definition: Schedule of dates on which the Option Strip rate is determined and reset.

option theoretical value

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Theoretical value looks at variability of the price. The longer until exercise the more this will vary. the more likely it is to finish in the money, the more I am likely to pay for it. But meanwhile, I also have to look at the current value - the amount I would pay for the thing. Any change would be a cost to me.

option theoretical value specification

Model-Generated Definition:

Definition:

option time value

Model-Generated Definition:

A kind of value in exchange.

Definition: Prior to expiration, any premium in excess of intrinsic value is called time value. Time value is also known as the amount an investor is willing to pay for an option above its intrinsic value, in the hope that at some time prior to expiration its value will increase because of a favorable change in the price of the underlying security. The longer the amount of time for market conditions to work to an investor's benefit, the greater the time value.

option transaction party

Model-Generated Definition:

Definition: The party to an Option transaction.

option type

Model-Generated Definition:

A kind of method.

Definition:

option underlying buyer

Model-Generated Definition:

Definition: The buyer of the underlying in an Option Transaction.

option underlying seller

Model-Generated Definition:

Definition:

option valuation terms set

Model-Generated Definition:

A kind of option contract terms set. A valid occurrence satisfies the following necessary condition:

Definition:

option volatility

Model-Generated Definition:

A kind of volatility.

Definition: A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns. More generally: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes

option writer commitment

Model-Generated Definition:

Definition: Commitment on the part of the writer (issuing party) of the Option.

option writing party

Model-Generated Definition:

Definition: The writing party of an OTC Option, i.e. the seller of a contract. This is the party that grants the rights defined by this instrument and in return receives a payment for it.

optional underlying transaction

Model-Generated Definition:

A kind of forward transaction. A valid occurrence satisfies the following necessary conditions:

Definition: A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying as defined in the option contract, or some cash equivalent thereof. Further notes: This is not any different from any other kind of derivatives transaction. The Transaction is still defined as the purchase and sale of the underlying even if it is cash settled. It is defined as the swap of the fixed price for the current market price. Would define a reference price for the current market price if it's not a physical settlement. Would for example define the use of a calculation agent. Scenarios: 1. Agree to cash settle even though the underlying is a deliverable 2. Agree to settle cash because it's difficult to get hold of the underlying 3. The underlying is by its nature not deliverable 4. Fx where the deliverable is a currency to cash delivery is synonymous with delivery of the underlying asset, so the underlying observable and the underlying deliverable are the same actual thing. How this is modeled: Cash "Settlement" (means cash delivery) is where you take cash instad of delivery of the underlying deliverable. Whatever is going to be delivered there is going to be a reverse transaction at the going market rate. That also covers the use of an index or basket as the underlying. Examples of this: IR Swap - not an Option.

options clearing entity

Model-Generated Definition:

Definition: An entity which is responsible for clearing transactions for put and call options on common stocks and other equity issues, stock indexes, foreign currencies, interest rate composites and single-stock futures.

options exchange adjustment method

Model-Generated Definition:

Definition: The trade will be adjusted according to ... exchange on which the options (??) are listed

options exchange participant

Model-Generated Definition:

A kind of party in role.

Definition:

options greek

Model-Generated Definition:

Definition: One of a set of measures about an option which is used to analyze the value or performance of that instrument.

options listing

Model-Generated Definition:

A kind of derivatives listing.

Definition: A listing of an options instrument on a derivatives exchange. The listing is a product of the individual exchange.

options theta

Model-Generated Definition:

A kind of options greek. A valid occurrence satisfies the following necessary condition:

Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in time to the option's expiration date. Action: add terms that define or influence this.

options vega

Model-Generated Definition:

A kind of options greek. A valid occurrence satisfies the following necessary condition:

Definition: A measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption. Action: add terms that define or influence this.

OptionTypeSelection

Model-Generated Definition:

Definition: Whether it is a call option (right to purchase a specific underlying asset) or a put option (right to sell a specific underlying asset).

opton adjusted yield

Model-Generated Definition:

Definition: NB specified as a spread. synonym: OAS Based on different Int Rate paths. There are different OAS models just like there are different Yield methods. Also would make reference to the Yield Curve - but these are parameters that go into that model. Limit this model at the point where it distinguishes the difference between things - we are not in a position to mathematically model the things themselves, just capture the basic facts.

ordinance

Model-Generated Definition:

A kind of law.

Definition: An authoritative rule or law; a decree or command; a public injunction or regulation, such as a city ordinance against excessive horn blowing. (Source: Dictionary.com)

ordinary dividend terms

Model-Generated Definition:

A kind of dividend terms and non-binding terms. A valid occurrence satisfies the following necessary condition:

Definition: Formal terms about the Dividend payments on an Ordinary Share.

ordinary loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

ordinary share

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is senior to a class of ordinary share any number of occurrences of ordinary share.

Definition: A security that represents ownership in a corporation. Holders of common share exercise control by electing a board of directors and voting on corporate policy.

ordinary share dividend

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A dividend payable to holders of an ordinary share. This is a payment made at the discretion of the company in which the shares are held, and is based on the profit of that company for the period to which the dividend applies.

ordinary share yield

Model-Generated Definition:

A kind of yield. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The return on an equity instrument investment.

ordinary voting right

Model-Generated Definition:

A kind of voting right.

Definition: The voting rights conferred on holders of Ordinary Shares in the company. The precise details of these rights such as what shareholders may vote on and how their voting right is exercised, are defined in the Company Constitution or Articles of Incorporation / Articles of Association.

organization

Model-Generated Definition:

A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a social unit of people, systematically structured and managed to meet a need or pursue collective goals on a continuing basis

organization context

Model-Generated Definition:

Definition:

organization covering agreement

Model-Generated Definition:

A kind of written contract.

Definition: A formal agreement between the principals in a formal organization which covers the relationship between the principals, and between the principals and the entity.

organization credit rating

Model-Generated Definition:

A kind of individual credit rating. A valid occurrence satisfies the following necessary condition:

Definition: The credit rating of the organization. That is the creditworthiness of the organization as determined by a ratings agency. If the organization is the issuer of a security then this becomes the issuer rating for that security.

organization identification scheme

Model-Generated Definition:

A kind of identification scheme. A valid occurrence may have the following properties:

Definition: A formal scheme defining identification codes for a business entity.

organization identifier

Model-Generated Definition:

A kind of identifier.

Definition: A textual code which uniquely identifies a formal organization; Further Notes: Things which may identified by this kind of code Include but are not restricted to Legal Entity. At this most general level, this may be the identifier for a Fund, for a Legal Entity, for a Trust, or for the LEI scope of Artificial Person plus Trust.

organization industry sector classification

Model-Generated Definition:

A kind of reference. A valid occurrence may have the following properties:

Definition: The classification of an organization in terms of the industry sector in which it carries out business.

organization member

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: identifies that which has a membership role in some organization

organization strategy

Model-Generated Definition:

A kind of fund portfolio investment limitations. A valid occurrence satisfies the following necessary condition:

  • defined in relation to at least one occurrence of corporation.

A valid occurrence may also have the following properties:

  • additional restrictions any number of occurrences of Text.
  • include related firms any number of occurrences of True Or False.
  • blacklisted any number of occurrences of True Or False.

Definition: Strategy which is organization based.

organizational sub unit

Model-Generated Definition:

A kind of formal organization. A valid occurrence may have the following properties:

Definition: an organization that is part of a larger formal organization and only has full recognition within the context of that formal organization; In other words, it is not a legal entity in its own right.

organized trading facility

Model-Generated Definition:

A kind of exchange. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a multilateral system which is not an RM or an MTF and in which multiple third-party buying and selling interests in bonds, structured finance products, emission allowances or derivatives are able to interact in the system in a way that results in a contract in accordance with the provisions of Title II of MiFID II

original balance applicability

Model-Generated Definition:

Definition:

original l t v (please review)

Model-Generated Definition:

A kind of loan to value ratio (please review). A valid occurrence may have the following properties:

  • valuation date (please review) any number of values of any type.

Definition:

OTC instrument confirmation

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a formal confirmation document which constitutes a written contract between the parties to the transaction, setting out the terms and conditions of the transaction

otcinstrument

Model-Generated Definition:

Definition: an instrument that is not listed and traded on an organized exchange

other amounts obligation

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

  • compensate other party any number of occurrences of True Or False.

Definition: Obligation in regard to other defaults on obligations. Example Contract Text: "If, prior to the occurrence or effective designation of an Early Termination Date in respect of the relevant Transaction, a party defaults in the performance of any obligation required to be settled by delivery, it will compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement. "

other equity priority terms set

Model-Generated Definition:

Definition: The precise terms which define the seniority of this class of Equity. These will set it apart from the highest of lowest seniority (senior or junior debt) and may be defined for more than one additional class of equity. These terms are defined by the issuer.

other income

Model-Generated Definition:

A kind of gross income.

Definition:

other investment fund information

Model-Generated Definition:

A kind of information.

Definition: Things which are not part of the prospectus but are important if you want to understand the fund.

other seniority

Model-Generated Definition:

A kind of Seniority.

Definition:

other seniority equity

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Equity which is neither the most senior nor the most junior. The precise terms under which this equity is held, and the definition of the call on the assets of the company in the event of it winding up, will be defined by the issuing company and are not modelled here as they may vary from one company to another. There may be more than one class of such equity issued by a company.

other territory

Model-Generated Definition:

Definition:

outlay

Model-Generated Definition:

A kind of expenditure.

Definition: Cash spent on something.

output producer price index

Model-Generated Definition:

Definition: an economic indicator representing a measure of the rate of change over time in the prices of products sold as they leave the producer

over fifty percent controlling interest company

Model-Generated Definition:

Definition:

over-the-counter (OTC) derivative contract

Model-Generated Definition:

Definition: an over-the-counter agreement that is also a derivative instrument

over-the-counter (OTC) instrument

Model-Generated Definition:

Definition: a financial instrument and bilateral contract that is not listed or traded on an organized exchange

over-the-counter (OTC) settlement terms

Model-Generated Definition:

A kind of settlement terms.

Definition: settlement terms specific to an over-the-counter agreement

over-the-counter (OTC) transaction

Model-Generated Definition:

A kind of securities transaction. A valid occurrence satisfies the following necessary condition:

Definition: an over-the-counter transaction to exchange an instrument for some consideration

over-the-counter (OTC) transaction confirmation

Model-Generated Definition:

A kind of transaction confirmation and written contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a formal confirmation document that codifies the terms and conditions of the transaction between the parties

over-the-counter (OTC) transaction party

Model-Generated Definition:

A kind of contract party. A valid occurrence satisfies the following necessary conditions:

Definition: a party to an over-the-counter agreement

overdraft facility purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

overnight rate

Model-Generated Definition:

Definition: a reference rate that is an interest rate at which a depository institution lends funds to another depository institution (short-term), or the interest rate the central bank charges a financial institution to borrow money overnight

owing side

Model-Generated Definition:

A valid occurrence may have the following properties:

  • is position in respect of any number of occurrences of debt.

Definition:

owner

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • is an owning party in role any number of occurrences of ownership.

Definition: A party in the ownership role; one that owns something. The thing owned is an Asset to that Party.

owners equity

Model-Generated Definition:

A kind of equity. A valid occurrence satisfies the following necessary conditions:

Definition: equity owned in some concern as recorded on the books of that concern

ownership

Model-Generated Definition:

A kind of relationship context. A valid occurrence satisfies the following necessary conditions:

  • has owning party at least one occurrence of owner.
  • has owned thing at least one occurrence of asset.

A valid occurrence may also have the following properties:

  • holds during any number of occurrences of date period.

Definition: Ownership is the context in which some Party is said to own some Independent Thing. The Party is defined as such due to its being the owning party to that Thing.

ownership and control

Model-Generated Definition:

Definition: The intersection of ownership and control reflects the unique case where an independent party both owns and controls another independent thing.

ownership interest type

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating the nature of the applicant's or borrower's ownership or leasehold interest in the land where the manufactured home is located.

P
p a c p o tranche

Model-Generated Definition:

Definition: Planned Amortization Class principal only tranche.

p a c tranche amortization schedule

Model-Generated Definition:

A kind of redemption schedule.

Definition:

p a c- z tranche

Model-Generated Definition:

Definition: Planned Amortization Class tranche which is also a Z tranche, that is Definition needed.

p a c-1 class

Model-Generated Definition:

A kind of planned amortization class bond. A valid occurrence may have the following properties:

  • takes prepayment after any number of occurrences of p a c-2 class.
  • takes prepayment after any number of occurrences of p a c-2 class.

Definition: Planned Amortization Class tranche. PAC-1 is the most senior Planned Amortization Class tranche.

p a c-2 class

Model-Generated Definition:

A kind of planned amortization class bond. A valid occurrence may have the following properties:

  • takes prepayment after any number of occurrences of p a c-3 class.
  • takes prepayment after any number of occurrences of p a c-3 class.

Definition: Planned Amortization Class tranche. PAC-2 refers to a support tranche that is given a scheduled payment structure like a PAC bond.

p a c-3 class

Model-Generated Definition:

Definition: Planned Amortization Class tranche. Additional support tranche with scheduled payments.

p o box number

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

  • identifies post box at least one occurrence of post box.

A valid occurrence may also have the following properties:

  • box number any number of occurrences of Text.

Definition:

p v b p

Model-Generated Definition:

A kind of debt instrument analytical parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Sensitivity of the price for one basis point change in yield, defined as the difference in price given 1 bp change in yield.

par value

Model-Generated Definition:

Definition: The same value as the face value of the instrument, also known as parity.

parametric call schedule

Model-Generated Definition:

A kind of call schedule and regular schedule. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • regular call frequency any number of occurrences of frequency.

Definition:

parametric cashflow terms

Model-Generated Definition:

A kind of cashflow terms. A valid occurrence satisfies the following necessary condition:

Definition: terms for a set of cashflows defined according to a mathematical formula

parametric reference entity

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: An entity, the value of some property of which is used in calculations for some purpose.

parametric schedule

Model-Generated Definition:

A kind of regular schedule. A valid occurrence satisfies the following necessary condition:

Definition: a regular, parameterized schedule typically used for the calculation of payments for coupons, dividends, and interest

parametric thing

Model-Generated Definition:

A kind of mathematical thing.

Definition:

partial call

Model-Generated Definition:

A kind of call of issue. A valid occurrence satisfies the following necessary condition:

Definition: a call of part of the issue

partial call allocation

Model-Generated Definition:

A kind of method. A valid occurrence may have the following properties:

  • has percentage any number of occurrences of Percentage.

Definition:

partial call feature

Model-Generated Definition:

A kind of bond call terms set.

Definition: These are terms whereby the issuer can recall part of the issue on scheduled dates but there is no specific amount defined for those dates. Consenus:Yes

partial calls estimation model

Model-Generated Definition:

Definition: A model of how the early partial calls are estimated.

participating facet

Model-Generated Definition:

Definition:

participating preference share

Model-Generated Definition:

A kind of participating share and preference share. A valid occurrence satisfies the following necessary condition:

  • participating preference share senior to preference share at least one occurrence of preference share.

A valid occurrence may also have the following properties:

Definition: Like the preferred shares, participating preference shares have a prior claim on dividends, and on assets in an event of corporate liquidation or dissolution. But preferred stock would take precedence over preference stock in respect of dividends and assets that may be available for distribution.

participating share

Model-Generated Definition:

A kind of share. A valid occurrence may have the following properties:

  • maturity date any number of occurrences of date.

Definition:

ParticipatingFacet.1

Model-Generated Definition:

Definition:

participation note

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

Definition: A tradable note issued by an entity for sale in a jurisdiction other than the one in which the entity is registered, and based on the holding by that entity of underlying securities issued in the jurisdiction in which that entity is registered.

participation note issuer

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

Definition: The party which is the issuer of a Participation Note.

particular quantity

Model-Generated Definition:

A kind of measure.

Definition: a property that is of an individual thing and is quantifiable as an instance of some quantity kind

Model-Generated Definition:

Definition: Partly paid

partner

Model-Generated Definition:

A kind of constitutional owner and formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

Definition: a member of a partnership

partnership

Model-Generated Definition:

A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: venture in which two or more legal entities carry out some business activities under a common identity

partnership agreement

Model-Generated Definition:

A kind of organization covering agreement. A valid occurrence satisfies the following necessary condition:

  • has party in role at least one occurrence of partner.

Definition: a document setting up a partnership, giving the details of the business and the amount each partner is contributing to it.

partnership equity

Model-Generated Definition:

A kind of stockholders' equity. A valid occurrence satisfies the following necessary condition:

  • represents an interest in at least one occurrence of partnership.

A valid occurrence may also have the following properties:

Definition: equity in some partnership

partnership incorporated by equity

Model-Generated Definition:

Definition: a partnership incorporated via the issuance of equity, with limited partners (i.e., partners whose liability is limited) that are necessarily not natural persons (i.e., cannot be individuals)

partnership incorporated by guarantee

Model-Generated Definition:

Definition:

partnership incorporated through agreement

Model-Generated Definition:

Definition: a partnership which has legal personhood, but for which there is not some issuance of limited partner equity

partnership with corporate limited partners

Model-Generated Definition:

A kind of partnership with limited partners. A valid occurrence satisfies the following necessary condition:

Definition: A partnership with limited partners (partners whose liability is limited) and where those partners are necessarily non natural persons (i.e. cannot be individuals).

partnership with general and limited partners

Model-Generated Definition:

Definition: a partnership having both limited partners and general partners

partnership with general partners

Model-Generated Definition:

A kind of partnership. A valid occurrence satisfies the following necessary condition:

Definition: a partnership that has two or more general partners

partnership with general partners with limited liability

Model-Generated Definition:

Definition: a partnership that has general partners, whose general partners have limited liability

partnership with limited partners

Model-Generated Definition:

A kind of partnership. A valid occurrence satisfies the following necessary condition:

Definition: a partnership having limited partners, that is partners whose liabilities are limited to the extent of their equity or guarantees

partnership with natural person limited partners

Model-Generated Definition:

A kind of partnership with limited partners. A valid occurrence satisfies the following necessary condition:

Definition: a partnership with limited partners (partners whose liability is limited) and where those partners are necessarily natural persons (i.e. cannot be corporates)

partnership with only limited partners

Model-Generated Definition:

Definition: a partnership having limited partners but no general partners

party and entity identification

Model-Generated Definition:

A kind of identification. A valid occurrence satisfies the following necessary condition:

  • identifies using at least one occurrence of identifier.

Definition: The identification of some thing by some means of identity.

party holding some option for control

Model-Generated Definition:

A kind of controlling interest party. A valid occurrence satisfies the following necessary condition:

Definition: Some party holding the option to exercise some de jure controlling interest

party identification

Model-Generated Definition:

A kind of party and entity identification. A valid occurrence satisfies the following necessary condition:

Definition:

party in role

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • issues any number of occurrences of any type.
  • becomes party any number of occurrences of party in role.

Definition: a relative concept that ties an independent party to a specific role they are standing in in which they play some part i.e. are party to

pas-LineItem

Model-Generated Definition:

A kind of Specification. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A description of a product or service including its unit cost, number of units and total cost.

pas-MarketCategory

Model-Generated Definition:

A kind of classifier.

Definition: Specifies the market domain in which a product is offered.

pas-mfu-Offer

Model-Generated Definition:

A kind of commitment.

Definition: A commitment to provide a product or service for an agreed price, if a buyer comes along.

pass through m b s deal

Model-Generated Definition:

A kind of m b s deal. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: An issue of Mortgage Backed Security instruments in which payments on the pool are passed through to investors

pass through m b s deal prospectus

Model-Generated Definition:

Definition: The written prospectus for an agency, pass through issue of Mortgage Backed Securities

pass through m b s instrument

Model-Generated Definition:

A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A security in which the cash flows from the underlying asset pool are passed through to the investor by way of redemption payments.

pass through m b s instrument note

Model-Generated Definition:

A kind of security note (please review). A valid occurrence may have the following properties:

Definition: An individual note of a pass through instrument.

pass through m b s issue underwriter

Model-Generated Definition:

Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews

pass-through pool

Model-Generated Definition:

A kind of mortgage pool.

Definition:

passport

Model-Generated Definition:

A kind of identity document.

Definition: a document, issued by a national government, which certifies the identity and nationality of its holder for the purpose of international travel

past

Model-Generated Definition:

A kind of Tense.

Definition:

past status

Model-Generated Definition:

A kind of status and status code value. A valid occurrence satisfies the following necessary condition:

  • status has tense at least one occurrence of past.

A valid occurrence may also have the following properties:

  • status date any number of occurrences of date.

Definition:

past value

Model-Generated Definition:

A kind of timed value. A valid occurrence satisfies the following necessary condition:

  • tense at least one occurrence of past.

A valid occurrence may also have the following properties:

Definition:

payee

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: a party to whom a debt should be paid, or to whose order a bill of exchange, note, or check is made payable

payer

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

Definition: a party who pays a bill or fees

paying agent

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

payment

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

  • fulfills obligation exactly one occurrence of payment obligation.
  • has party in role at least one occurrence of payee.
  • has party in role at least one occurrence of payer.

A valid occurrence may also have the following properties:

Definition: delivery of money in fulfillment of an obligation, such as to satisfy a claim or debt

payment (please review)

Model-Generated Definition:

Definition: An activity in which one actor makes a payment to another actor for some reason.

payment arrangement terms

Model-Generated Definition:

A kind of loan principal repayment terms. A valid occurrence may have the following properties:

  • pre arranged payment fee (please review) any number of occurrences of monetary amount.

Definition: Terms covering other arrangements for payments such as paying scheduled payments early to be applied on the scheduled payment dates.

payment event

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary conditions:

Definition: an event that involves delivery of money in fulfillment of an obligation

payment history

Model-Generated Definition:

A kind of record. A valid occurrence satisfies the following necessary conditions:

  • has outstanding amount at least one occurrence of monetary amount.
  • has member at least one occurrence of payment.

Definition: a record of actual payments of principal, interest, and other related amounts made by a borrower to a lender or servicer in order to fulfill their re-payment obligation

payment institution

Model-Generated Definition:

A kind of credit institution or investment firm. A valid occurrence satisfies the following necessary condition:

Definition: a legal person that has been granted authorisation in accordance with Article 10 to provide and execute payment services throughout the European community

payment obligation (from package /Release/Foundations/Products And Services/PaymentsAndSchedules/payment obligation)

Model-Generated Definition:

A kind of commitment and duty. A valid occurrence may have the following properties:

  • is conferred by any number of occurrences of contract.
  • is obligation of any number of occurrences of payer.
  • is obligation of any number of occurrences of payer.

Definition: a legally enforceable duty to pay a sum of money, or agree to do something (or not to do something), according to the terms stated in a contract

payment obligation (from package /Informative/Derivatives/Derivatives Contracts Ext/OTCDerivativeMasterAgreements/payment obligation)

Model-Generated Definition:

A kind of o t c derivatives master agreement obligation. A valid occurrence may have the following properties:

Definition: Obligation to make payments on transactions transacted under the Master Agreement, as specified in any Confirmation made by that party.

payment obligation as delivery

Model-Generated Definition:

A kind of payment obligation. A valid occurrence may have the following properties:

  • payment in kind delivery obligation any number of occurrences of Text.

Definition: Obligation for payment in settlement of a transaction when this payment takes the form of delivery of some payment in kind.

payment place specification method

Model-Generated Definition:

A kind of method.

Definition: Selection of possible places to be specified for the payments in a Master Agreement.

payment place specified either in master agreement or confirmation

Model-Generated Definition:

Definition:

payment place specified in confirmation message

Model-Generated Definition:

Definition:

payment place specified in master agreement

Model-Generated Definition:

Definition:

payment process

Model-Generated Definition:

Definition:

payment schedule (from package /Release/Foundations/Products And Services/PaymentsAndSchedules/payment schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary condition:

Definition: schedule for delivery of money in fulfillment of an obligation, such as a coupon payment schedule, loan payment schedule, interest payment schedule

payment schedule (from package /Release/Loans/Loan Contracts/LoanGeneric/payment schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary condition:

Definition: a Schedule of amounts of principal and interest that are due over the term of the loan in order to fully pay off the obligation

payment service

Model-Generated Definition:

A kind of merchant service. A valid occurrence satisfies the following necessary condition:

Definition: a financial service that involves acceptance of electronic payments by a variety of payment methods including credit card, bank-based payments such as direct debit, bank transfer, and real-time bank transfer based on online banking

payment speed

Model-Generated Definition:

A kind of rate. A valid occurrence satisfies the following necessary condition:

  • is rate of at least one occurrence of currency.

Definition:

PaymentHistory

Model-Generated Definition:

A kind of TransactionHistory. A valid occurrence satisfies the following necessary conditions:

Definition: A record of actual payments of principal, interest, and other related amounts made by a borrower to a lender or servicer in order to fulfill their re-payment obligation.

PaymentSchedule

Model-Generated Definition:

A kind of collection and schedule. A valid occurrence satisfies the following necessary conditions:

Definition: A Schedule of amounts of principal and interest that are due over the term of the loan in order to fully pay off the obligation.

payoff assets list

Model-Generated Definition:

A kind of asset underlier.

Definition: The list of n assets which are used to determine a best or worst value in determining conditinal payoff commitments.

payoff commitment reference asset

Model-Generated Definition:

Definition:

payroll service

Model-Generated Definition:

A kind of financial service.

Definition: a financial service, typically provided to small businesses that are not large enough to have an internal finance organization, that involves managing payment of wages to employees

penalty interest balance applicability

Model-Generated Definition:

A kind of method.

Definition: Selection of types of balance to which pre-payment interest penalties may be applied.

Percentage

Model-Generated Definition:

A kind of Number and Numeric Ratio.

Definition:

percentage

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has percentage value any number of values of percentageValue.
  • is percentage of any number of occurrences of any type.

Definition: a proportion of something expressed as a percentage amount

percentage c a v

Model-Generated Definition:

A kind of rate basis type.

Definition: Percentage specified as percent of CAV (Cumulative Average Value)

percentage monetary amount

Model-Generated Definition:

A kind of monetary measure. A valid occurrence may have the following properties:

Definition: a measure of some amount of money expressed as a percentage of some other amount, some notional amount or some concrete money amount

percentage par

Model-Generated Definition:

A kind of rate basis type.

Definition: Figure specified as a percentage of Par Value

percentage strike price specification

Model-Generated Definition:

A kind of strike price specification. A valid occurrence may have the following properties:

  • strike price percentage any number of occurrences of Percentage.

Definition:

perception of risk

Model-Generated Definition:

Definition:

performance determination method

Model-Generated Definition:

A kind of method. A valid occurrence may have the following properties:

  • performance determination timeframe any number of occurrences of date period.

Definition: A method for performance determination (e.g. Time weighted and money weighted, annualized, gross of fee) along with the time frame in which this is determined. PLUS Performances NamePeriod

periodic date series

Model-Generated Definition:

A kind of periodic time series. A valid occurrence satisfies the following necessary conditions:

  • has series end at least one occurrence of date.
  • has beginning at least one occurrence of date.
  • has period duration at least one occurrence of known calendar duration.

Definition: A series of dates at regular intervals.

periodic scheduled event date

Model-Generated Definition:

A kind of date.

Definition: the date on which a schedule event occurs in some parametric schedule

periodic time series

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

  • length at least one occurrence of duration.

Definition:

perpetual floating rate note

Model-Generated Definition:

A kind of floating rate note.

Definition: A Floating Rate Note in which ... information to follow.

person

Model-Generated Definition:

A kind of autonomous agent. A valid occurrence satisfies the following necessary conditions:

  • has date of birth exactly one occurrence of date.
  • has place of birth exactly one occurrence of physical location.

A valid occurrence may also have the following properties:

  • has maiden name any number of values of text.
  • has gender any number of values of text.
  • has first name any number of values of text.
  • has last name any number of values of text.
  • has middle name or initial any number of values of text.
  • has family name any number of values of text.
  • has full legal name any number of values of text.
  • has surname any number of values of text.
  • has given name any number of values of text.
  • has address any number of occurrences of physical address.
  • is identified by any number of occurrences of national identification number.
  • has citizenship any number of occurrences of country.

Definition: a person; any member of the species homo sapiens

personal assessment facts at approval (please review)

Model-Generated Definition:

A kind of personal dated facts (please review). A valid occurrence satisfies the following necessary condition:

  • domiciled (please review) at least one occurrence of jurisdiction.

Definition: Pertinent economic facts about an individual person at the time a given loan was approved.

personal dated facts (please review)

Model-Generated Definition:

A kind of borrower ongoing dated facts (please review) and information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • history 6 plus m arrears payments (please review) any number of occurrences of Text.
  • gross income (please review) any number of occurrences of monetary amount.
  • repossession history (please review) any number of occurrences of True Or False.
  • history 1-6 m arrears payments (please review) any number of occurrences of Text.
  • relates employment status any number of occurrences of employment status.

Definition: Facts about a natural person. These are facts that are true as at a given time.

personal loan (please review)

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

Definition: Consumer Loan: The recipient (borrower) is an end consumer. Types: Home Mortgage

personal loan borrower (please review)

Model-Generated Definition:

A kind of loan borrower. A valid occurrence satisfies the following necessary condition:

Definition:

personal loan borrower assessment information (please review)

Model-Generated Definition:

A kind of loan application borrower assessment information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

personal loan contract (please review)

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary conditions:

Definition: The contract for a loan which is advanced to an individual human beings or two more individual human beings in their personal capacities.

personal mortgage loan borrower assessment information (please review)

Model-Generated Definition:

Definition:

personal name

Model-Generated Definition:

A kind of name. A valid occurrence may have the following properties:

  • additional name any number of occurrences of Text.
  • additional name any number of occurrences of Text.
  • family name any number of occurrences of Text.
  • given name any number of occurrences of Text.

Definition: The name of an individual person.

phase

Model-Generated Definition:

Definition:

phone number

Model-Generated Definition:

A kind of virtual address.

Definition: a virtual address for communication via phone

physical address

Model-Generated Definition:

A kind of address. A valid occurrence satisfies the following necessary conditions:

Definition: a physical address where communications can be addressed, papers served or representatives located for any kind of organization or person

physical asset

Model-Generated Definition:

A kind of measurable asset. A valid occurrence satisfies the following necessary condition:

Definition: A Physical Thing held by some party and having some value.

physical item

Model-Generated Definition:

Definition: Something you can touch.

physical location

Model-Generated Definition:

A kind of location.

Definition: A location in physical space

physical site

Model-Generated Definition:

A kind of site. A valid occurrence satisfies the following necessary conditions:

Definition: A physical site is a an actual location that situates something, typically a structure or building, archeological dig, landing location for an aircraft or spacecraft, etc. From biology, this could also be the site of a wound, and active site, and so forth. A physical site has certain characteristics that contribute to the context it provides, including area, shape, accessibility, and in the case of a geographic site, landforms, soil and ground conditions, climate, and so forth.

planned amortization class bond

Model-Generated Definition:

A kind of agency c m o. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Planned Amortization Class tranche.This is a tranche where the principal payment must follow a certain schedule.

Point In Time

Model-Generated Definition:

A kind of Temporal Value.

Definition:

point of purchase survey

Model-Generated Definition:

A kind of statistical program.

Definition: a program conducted on a regular basis that provides information on purchases of various items and services by consumers

policy

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A high-level overall plan embracing the general goals and acceptable procedures especially of a governmental body Further notes: A policy defines the requirements and constraints for a strategy in which some entity pursues some goals.

polity

Model-Generated Definition:

A kind of legal person. A valid occurrence satisfies the following necessary conditions:

Definition: a legal person that is a supranational entity, crown, state, or subordinate civil authority, such as a province, prefecture, county, municipality, city, or district representing the people of that entity

pool

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

Definition: a combination of resources for a common purpose or benefit

pool analytical parameter

Model-Generated Definition:

Definition: Paramater that describes some aspect of the behaviour of some kind of pool.

pool backed deal prospectus

Model-Generated Definition:

Definition: Prospectus describing the terms of the issue and each of the instruments included in the pool backed security issue. Term origin:SMER

pool backed securities deal

Model-Generated Definition:

A kind of debt offer issue. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The issue of a series of Pool Backed Security certificates. These are (at least in this context) securities issued backed by a pool of individual loans, mortgages or other individual loan products.

pool backed security instrument

Model-Generated Definition:

A kind of cash structured finance instrument. A valid occurrence satisfies the following necessary conditions:

Definition: A type of bond or note which derives its cashflow from some underlying pool of debt in which loans or mortgage advanced to borrowers are pooled together for the purposes of creating this type of security. Further notes: This is distinguished from CDO instruments which have an underlying pool of debt securities, as distinct from an underlying pool of loan products such as mortgages, credit cards or loans.

pool backed security issuer

Model-Generated Definition:

A kind of security issuer. A valid occurrence satisfies the following necessary condition:

  • issuer identity at least one occurrence of corporation.

Definition: The issuer of a Pool Backed Security. This may be an Asset Backed Security, Mortgage Backed Security or CDO.

pool constituent

Model-Generated Definition:

A kind of constituent and thing in role that can be recognized when an occurrence meets one of the following conditions:

Definition: something that is a component of a pool

pool equity

Model-Generated Definition:

A kind of equity. A valid occurrence satisfies the following necessary condition:

  • represents an interest in exactly one occurrence of pool.

Definition: a share or proportion of the capital gains in some pool investment such as a fund or a debt asset pool

pool factor

Model-Generated Definition:

A kind of reference factor. A valid occurrence may have the following properties:

Definition: How much of the original pool is still outstanding. This is a number below one. Expressed as percentage.

pool of individual debts

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

pool paydown rate

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The rate at which the pool is paying down. This is based on observed factor. CPR, SMM, etc. etc. Measured differently for different kinds of security. CBO might have a prepayment rate for example if the underlying bond is callable. with a non agency mortgge dela, defualts will effect this. so for instance there is principal is no lnger inthe pool because the mortgagee defaults. With agency these are not taken out in the case of default but for non agency these mortgages are removed from the pool if and when a mortgagee defualts.

pool weighted average loan age

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

  • derived from at least one occurrence of loan age.

Definition: A dollar-weighted average measuring the age of the individual loans in a mortgage pass-through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with the weighting based on each loan's size in proportion to the aggregate total of the pool.

pool weighted average remaining maturity

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

Definition: The weighted average of the time until all maturities on loans in a pool. The higher the weighted average to maturity of the loans, the longer the loans in the pool have until maturity. REVIEW: Adapted from instrument specific definition from Investopedia. Review of 23 September identified that certain figures exist for pool and for instrument, whereas Investopedia definition was for Instrument (tranche, class etc.).

populated place

Model-Generated Definition:

A kind of physical location.

Definition: a community in which people live or have lived, without being specific as to size, population or importance

population not in the labor force

Model-Generated Definition:

Definition: a subset of the civilian, noninstitutional population, that is considered neither employed nor unemployed by the reporting agency during the reporting period

portfolio

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a collection of investments (financial assets) such as stocks, bonds and cash equivalents, as well as mutual funds

portfolio benchmark

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • benchmark weight any number of occurrences of Percentage.
  • maximum deviation any number of occurrences of Percentage.
  • effective period any number of occurrences of date period.
  • description any number of occurrences of Text.
  • minimum deviation any number of occurrences of Percentage.

Definition: Security or other price against which the performance of the portfolio is evaluated.

portfolio holding (from package /Informative/Securities/SecuritiesExt/Portfolios/portfolio holding)

Model-Generated Definition:

A kind of stock in trade. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • denomination any number of occurrences of currency.

Definition: Some financial instrument or other asset held in an investment portfolio.

portfolio holding (from package /Release/Securities/Securities/SecurityAssets/portfolio holding)

Model-Generated Definition:

A kind of financial asset. A valid occurrence satisfies the following necessary condition:

  • is a part of at least one occurrence of portfolio.

A valid occurrence may also have the following properties:

Definition: the contents of holding of one or more portfolios of investments held by an individual investor or entity

portfolio investment strategy

Model-Generated Definition:

A kind of investment strategy. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • investment focus any number of occurrences of Text.

Definition: The manner in which the portfolio manager tries to reach the funds objectives.

portfolio manager

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • has contact details any number of occurrences of any type.

Definition: Person or entity responsible for day to day investment decisions for a fund or asset.

position

Model-Generated Definition:

A kind of holding. A valid occurrence satisfies the following necessary condition:

  • has owned thing exactly one occurrence of asset.

Definition: an investor's stake, i.e., a holding, in a particular asset (such as an individual security)

Positive Whole Number

Model-Generated Definition:

A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:

Definition:

post box

Model-Generated Definition:

A kind of physical location.

Definition: A PO Box.

post code area

Model-Generated Definition:

A kind of geophysical location and physical location. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • post code area identified by any number of occurrences of postal code.

Definition: a physical area uniquely identified by some postal code

postal address

Model-Generated Definition:

A kind of physical address.

Definition: a physical address where postal communications can be addressed, for any kind of organization or person

postal address element

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • identifies physical address component at least one occurrence of (Unnamed Class).

Definition: Text which is part of some Postal Address. Editorial Note: This is labeled as Address Element but is specific to Postal Addresses. The more general term for elements of any type of address is Address Component. This also covers e.g. network addresses, URIs.

postal code

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • postal code any number of occurrences of Text.

Definition:

postpaid premium type

Model-Generated Definition:

Definition:

PoundSterlingLIBOR

Model-Generated Definition:

Definition:

power of attorney

Model-Generated Definition:

A kind of legal capacity. A valid occurrence satisfies the following necessary condition:

Definition: Written legal authority given by one party (the principal) to another (the agent or attorney-in-fact) to act on the principals behalf. It may be a (1) General power Of attorney that authorizes the agent to act generally on behalf of the principal, or (2) Special power of attorney that is limited to a specific act or situation. Decisions made and actions taken by an attorney in fact (within the scope of his or her authority) are legally binding on the principal. A power of attorney can remain in force only so long as the principal is alive and does not become disabled or incapacitated. Although it is often conferred on the principals attorney, one does not need to be an attorney at law to be an attorney-in-fact.

pre approval contract

Model-Generated Definition:

A kind of written contract. A valid occurrence satisfies the following necessary conditions:

Definition: A written commitment to lend when specified conditions are met, e.g. finding suitable property, and unchanged creditworthiness.

pre-approval request

Model-Generated Definition:

A kind of request. A valid occurrence satisfies the following necessary conditions:

Definition: request from a potential borrower that a lender commit to pre-approving the borrower for a loan of up to a specified amount of money.

precedence right

Model-Generated Definition:

A kind of contractual right.

Definition: The rights of various parties in respect of the assets of some entity in the event of that entity being wound up.

preference

Model-Generated Definition:

Definition:

preference share

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • cumulative any number of occurrences of True Or False.
  • perpetual any number of occurrences of True Or False.
  • maturity date any number of occurrences of date.
  • is senior to a class of preference share any number of occurrences of preference share.
  • soft retractable any number of occurrences of True Or False.

Definition:

preference share coupon

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Agreed Dividend or Coupon payments to the holder of a Preferred Share.

preferred coupon payment term set

Model-Generated Definition:

A kind of dividend terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms for payment of a Dividend on a Preferred Stock.

preferred share in fund

Model-Generated Definition:

Definition:

premium instrument

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

premium payer

Model-Generated Definition:

A kind of option party. A valid occurrence satisfies the following necessary condition:

Definition: The party responsible for making the payment of an Equity Option Premium.

premium percentage of notional expression

Model-Generated Definition:

A kind of option premium expression. A valid occurrence may have the following properties:

  • percentage of notional any number of occurrences of Percentage.

Definition: The expression of the premium as a percentage of the notional value of the transaction.

premium price per option expression

Model-Generated Definition:

A kind of option premium expression. A valid occurrence may have the following properties:

Definition: The expression of the premium as a function of the number of options.

premium receiver

Model-Generated Definition:

A kind of option party.

Definition: The party that receives the payments of an Equity Option Premium. FpML: 'A reference to the party that receives the payments corresponding to this structure.'

premium value

Model-Generated Definition:

Definition: A premium over the face (or par) value, i.e. some amount greater than the par value of the instrument.

prepaid premium type

Model-Generated Definition:

Definition:

prepayment (please review)

Model-Generated Definition:

Definition:

prepayment speed

Model-Generated Definition:

A kind of loan pool analytic. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The rate at which the pool is paying down.

prescriptive event

Model-Generated Definition:

Definition: An event whereby a debt security comes to the end of its life and the debt is paid off (redeemed).

present

Model-Generated Definition:

A kind of Tense.

Definition:

price (from package /Release/Foundations/Accounting/CurrencyAmount/price)

Model-Generated Definition:

A kind of quantity value.

Definition: an amount of money, goods, or services requested, expected, required, or given in exchange for something else

price (from package /Informative/Foundations/Accounting Ext/AccountsMain/price)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: Some monetary value ascribed to something, as being a measure of its value or perceived value.

price analytic

Model-Generated Definition:

A kind of financial instrument analytical parameter and market data. A valid occurrence satisfies the following necessary condition:

  • derived from at least one occurrence of price.

Definition: Information that is about prices, rather than actually being a price.

price barter specification

Model-Generated Definition:

A kind of price exchange specification. A valid occurrence may have the following properties:

Definition: The specification of the price of some item in terms of the number of some other (non currency) items of value that may exchanged for some quantity of the item so prices.

price determination method

Model-Generated Definition:

Definition: The way in which the price of something is determined or is to be determined.

price exchange specification

Model-Generated Definition:

A kind of price specification and timed parameter. A valid occurrence satisfies the following necessary conditions:

Definition: The specification of a price in terms of the exchange of some quantity of some item of value in return for some quantity of the item so priced. That is, a simple price or exchange ratio which specifies the amount of an asset that will be exchanged for another asset;

price interpolation specification

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:

Definition: A price which is an interpolation between two publicly available prices fo rths instrument.

price model specification

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:

Definition: The specification of a price using a model.

price parameter specification

Model-Generated Definition:

A kind of formula argument and price specification. A valid occurrence satisfies the following necessary condition:

Definition: The specification of a price as a quote of the primary parameter passed into an algorithm used to calculate the Present Value of the relevant Asset.

price rate spread specification

Model-Generated Definition:

Definition: The specification of a price in terms of the difference between that price as a percentage, and some publicly available rate at that same point in time, such as the interest rate on a Treasury Note or an inter-bank rate (IBOR).

price ratio specification

Model-Generated Definition:

A kind of price exchange specification. A valid occurrence may have the following properties:

Definition: The specification of a price in terms of some ratio to the face value of the item, expressed as a percentage. Security price per Hundred.

price specification

Model-Generated Definition:

Definition: The specification of a price, that is some formal and actionable definition of the value in exchange of some item.

price spread

Model-Generated Definition:

A kind of spread. A valid occurrence may have the following properties:

  • is between any number of occurrences of price.
  • is between any number of occurrences of price.

Definition: The difference between two prices.

price spread specification

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence satisfies the following necessary condition:

  • specifies use of at least one occurrence of spread.

A valid occurrence may also have the following properties:

Definition: The specification of a price in terms of the difference between that price and some other paramater at that same point in time.

price structure

Model-Generated Definition:

A kind of structured collection. A valid occurrence satisfies the following necessary condition:

Definition: a structured collection of quoted prices, such as market prices for some index or security, such that volatility may be constructed for the structure

price value

Model-Generated Definition:

Definition: Value given to a price. FIBIM

price volatility specification

Model-Generated Definition:

A kind of price parameter specification. A valid occurrence may have the following properties:

Definition: The specification of an option price in terms of its volatility, that being a measure of the variability of the price of the transaction over which the beneficiary of the option has control.

price yield spread specification

Model-Generated Definition:

A kind of price spread specification. A valid occurrence satisfies the following necessary condition:

  • determined relative to at least one occurrence of market rate.

Definition: The specification of a price in terms of the difference between the yield that an investor requires for an investment and the published yield on some reference instrument at that same point in time, such as a Treasury Note.

pricing model

Model-Generated Definition:

A kind of mathematical model. A valid occurrence may have the following properties:

  • model description any number of occurrences of Text.

Definition: The model used in the Price Model Specification.

primary borrower

Model-Generated Definition:

A kind of loan borrower.

Definition:

primary business address relation

Model-Generated Definition:

A kind of business site. A valid occurrence may have the following properties:

Definition:

primary federal regulator

Model-Generated Definition:

A kind of regulatory agency that can be recognized when an occurrence meets one of the following conditions:

  • is played by at least one occurrence of any type.
  • is played by at least one occurrence of any type.
  • is played by at least one occurrence of any type.

Definition: the primary federal regulator for an institution as defined by the National Information Center (NIC) registry

primary global

Model-Generated Definition:

Definition:

primary local

Model-Generated Definition:

Definition:

principal

Model-Generated Definition:

A kind of monetary amount. A valid occurrence satisfies the following necessary condition:

  • is principal of at least one occurrence of debt.

Definition: the value (monetary amount) of an obligation, such as a bond or loan, raised and that must be repaid at maturity

principal only

Model-Generated Definition:

A kind of amortization type.

Definition:

principal payment calculation formula

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: A formula for calculation of principal payments.

principal payment formula expression

Model-Generated Definition:

A kind of formula expression.

Definition: The expression of the formula by which the payment of principal is formally described.

principal plus interest

Model-Generated Definition:

A kind of amortization type.

Definition:

principal repayment terms

Model-Generated Definition:

A kind of debt terms. A valid occurrence satisfies the following necessary condition:

  • governs payment of at least one occurrence of principal.

A valid occurrence may also have the following properties:

  • has an extension provision at most one occurrence of extension provision.
  • has principal repayment date any number of occurrences of date.
  • has principal amortization type any number of occurrences of amortization type.

Definition: contract terms that specify requirements for repayment of the principal

principal s t r i p

Model-Generated Definition:

A kind of s t r i p. A valid occurrence may have the following properties:

Definition: A Debt Instrument which consists of the principal component alone, of a Debt Security.

principal underwriter

Model-Generated Definition:

A kind of underwriter.

Definition: Principal underwriter of or for any investment company other than a closed-end company, or of any security issued by such a company, means any underwriter who as principal purchases from such company, or pursuant to contract has the right (whether absolute or conditional) from time to time to purchase from such company, any such security for distribution, or who as agent for such company sells or has the right to sell any such security to a dealer or to the public or both, but does not include a dealer who purchases from such company through a principal underwriter acting as agent for such company. Principal underwriter of or for a closed-end company or any issuer which is not an investment company, or of any security issued by such a company or issuer, means any underwriter who, in connection with a primary distribution of securities, (a) is in privity of contract with the issuer or an affiliated person of the issuer; (b) acting alone or in concert with one or more other persons, initiates or directs the formation of an underwriting syndicate; or (c) is allowed a rate of gross commission, spread, or other profit greater than the rate allowed another underwriter participating in the distribution.

priority level

Model-Generated Definition:

A kind of contractual element.

Definition: the level of priority that guaranty has in the context of the contract, for example for a credit enhancement priority

private company with limited liability

Model-Generated Definition:

Definition: a hybrid business entity having certain characteristics of both a corporation and a partnership or sole proprietorship (depending on how many owners there are).

private equity

Model-Generated Definition:

A kind of shareholder equity.

Definition:

private equity holding

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence satisfies the following necessary condition:

Definition: A holding of private equity.

private interest foundation

Model-Generated Definition:

A kind of foundation.

Definition: A form of foundation registered in Panama.

private label m b s deal

Model-Generated Definition:

A kind of m b s deal.

Definition:

private offering

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary condition:

Definition: an offering for the sale of stocks, bonds, or other investments directly to an institutional or other qualified investor

private placement memorandum

Model-Generated Definition:

A kind of offering document.

Definition: a legal document stating the objectives, risks and terms of investment involved with a private placement

privately held company

Model-Generated Definition:

A kind of stock corporation.

Definition: A firm whose issued shares are all held by a family or a small group of investors and, therefore, cannot be bought by the public.

privately held share

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary condition:

  • confers ownership of private equity at least one occurrence of private equity.

Definition:

privilege

Model-Generated Definition:

A kind of alienable right.

Definition: The alienable liberty to do something.

pro rata call

Model-Generated Definition:

Definition:

probability

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence may have the following properties:

  • percentage probability any number of occurrences of Percentage.

Definition:

probability distribution

Model-Generated Definition:

A kind of mathematical model.

Definition:

probability of default

Model-Generated Definition:

A kind of probability.

Definition: The probability of some default on some obligation.

process role business entity

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Some business entity that stands in some role.

producer

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • produces at least one occurrence of product.

Definition: the manufacturer of a product, also called maker

producer price index

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing a measure of the rate of change over time in the prices of goods and services bought and sold by producers

product (from package /Release/Foundations/Products And Services/ProductsAndServices/product)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • is produced by at least one occurrence of producer.

A valid occurrence may also have the following properties:

Definition: A commercially distributed good that is (1) tangible property, (2) the output or result of a fabrication, manufacturing, or production process, or (3) something that passes through a distribution channel before being consumed or used.

product (from package /Informative/Foundations/Business/ProductsAndServicesExt/product)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

product disclosure requirement (please review)

Model-Generated Definition:

A kind of disclosure requirement (please review). A valid occurrence satisfies the following necessary conditions:

Definition: A requirement governing what representations can be made about a product, as it affects the consumer.

product disclosure right (please review)

Model-Generated Definition:

Definition: The right to information about products at the point of purchasing these.

product identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of product.

Definition: an identifier for a product

product lifecycle

Model-Generated Definition:

A kind of classification scheme. A valid occurrence satisfies the following necessary conditions:

Definition: an arrangement that compares the cyclical nature of families, organizations, processes, products, marketing, and order management, portfolio management or other systems with the cradle to grave life stages (birth, growth, maturity, decay, and death) of living organisms

product lifecycle event

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary conditions:

Definition: a kind of event that occurs during one or more stages of a product lifecycle

product lifecycle event occurrence

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: an occurrence of an event that occurs during a specific stage of a specific product lifecycle

product lifecycle occurrence

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: a realization of a product lifecycle

product lifecycle stage

Model-Generated Definition:

A kind of classifier. A valid occurrence satisfies the following necessary conditions:

Definition: a phase in a product lifecycle

product lifecycle stage occurrence

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: an instance of a phase in an occurrence of a given product lifecycle

productivity

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary condition:

  • has indicator value exactly one occurrence of ratio value.

Definition: an economic indicator representing a ratio of a volume measure of output to a volume measure of input use

profit objective

Model-Generated Definition:

A kind of business objective.

Definition: an objective that reflects pursuit of a financial benefit that may be realized when the amount of revenue gained from a business activity exceeds the expenses, costs and taxes needed to sustain that activity

project goal

Model-Generated Definition:

A kind of goal.

Definition: Some stated goal of a project as set out in the project planning documentation.

project risk

Model-Generated Definition:

A kind of risk. A valid occurrence satisfies the following necessary condition:

Definition:

project risk consequence

Model-Generated Definition:

A kind of impact. A valid occurrence satisfies the following necessary condition:

Definition:

projected coupon payment value

Model-Generated Definition:

A kind of projected value. A valid occurrence may have the following properties:

  • projected coupon any number of occurrences of Percentage.

Definition: Projected Coupon amount, along with parameters defining when and how this is projected.

projected value

Model-Generated Definition:

A kind of value. A valid occurrence satisfies the following necessary conditions:

  • projected value determined by at least one occurrence of (Unnamed Class).
  • tense at least one occurrence of future.

A valid occurrence may also have the following properties:

  • projected date any number of occurrences of date.

Definition: The value is some projected future value.

promised cash flow asset

Model-Generated Definition:

A kind of asset. A valid occurrence may have the following properties:

  • description any number of occurrences of Text.

Definition: An asset which takes the form of some promised future cashflow. This may be securitized.

promissory note

Model-Generated Definition:

Definition: a promissory note is a written, signed, unconditional, and unsecured promise by one party (the maker or promisor) to another (the payee or promisee) that commits the maker to pay a specified sum on demand, or on a fixed or a determinable date

property asset

Model-Generated Definition:

A kind of physical asset. A valid occurrence satisfies the following necessary condition:

  • property asset takes form at least one occurrence of real estate.

Definition: A physical property (building) regarded as an asset.

property buyer (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition:

property collateral valuation (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A valuation of the collateral Real Property to support the Property collateral Arrangement

property inspection

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: the act of analyzing one or more aspects of a real property for independent assessment of status or deficiency

property lenders valuation type selection

Model-Generated Definition:

Definition:

property owner

Model-Generated Definition:

A kind of owner.

Definition:

property purchase and sale (please review)

Model-Generated Definition:

A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:

Definition: The sale and purchase of real estate.

property related activity (please review)

Model-Generated Definition:

Definition: not sure if this is useful as a common class. Used for grouping of new activity terms around mortgage lending and propery purchase for now

property usage

Model-Generated Definition:

A kind of classifier.

Definition: A category for the manner in which the borrower intends to utilize the property.

property valuation (please review)

Model-Generated Definition:

A kind of property related activity (please review). A valid occurrence satisfies the following necessary condition:

Definition: The activity whereby some real estats is valued by some agent, for some purpose (for example, for the purpose of granting or denoying a loan).

property valuation historical information (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • is of (please review) at least one occurrence of real estate.

A valid occurrence may also have the following properties:

  • value (please review) any number of occurrences of monetary amount.
  • value (please review) any number of occurrences of monetary amount.
  • valuation date (please review) any number of occurrences of date.

Definition: Valuation of the property at some point in time.

property valuer (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The party which carries out the valluation of the property for the purpose of a mortgage loan. Further notes: Also: See Event State Analysis at Fannie Mae, for core processes, as partof the enterprise data architecture transformation, e.g. ESA for single family and multi family loans.

PropertyInspection

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: The act of analyzing one or more aspects of a real property for independent assessment of status or deficiency.

proprietary security identification scheme

Model-Generated Definition:

A kind of security identification scheme. A valid occurrence may have the following properties:

Definition: a security identification scheme published by a data provider or other commercial entity

proprietary security identifier

Model-Generated Definition:

A kind of security identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of security.

A valid occurrence may also have the following properties:

Definition: an identifier supplied by a commercial data provider or government, such as a RIC code

prospectus (from package /Informative/Foundations/Information/Documentation/prospectus)

Model-Generated Definition:

A kind of formal document.

Definition: A document which at one and the same time describes some future potential investment and sets out the legal terms which will form part of the contract which embodies that investment, should the recipient choose to invest as described in the prospectus. Term origin:SR Modeling

prospectus (from package /Release/Securities/Securities/SecuritiesIssuance/prospectus)

Model-Generated Definition:

A kind of offering document.

Definition: a formal, written offering document to sell securities that provides the facts an investor needs to make an informed investment decision

protection buyer

Model-Generated Definition:

A kind of c d s party. A valid occurrence satisfies the following necessary condition:

Definition: The party which buys protection against a default on the Reference Obligation, from the Protection Seller.

protection seller

Model-Generated Definition:

A kind of c d s party. A valid occurrence satisfies the following necessary condition:

Definition: The party which sells protection against a default on the Reference Obligation, to the Protection Buyer. This party commits to purchase the Refernce Obligation or some agreed alternative (the Deliverable Obligation), or settle for an equivalent amount in cash, in the event that the Credit Event defined in the contract takes place.

pty-CreditReportingAgency_I

Model-Generated Definition:

A kind of independent party.

Definition: This is the independent party, not the party in role

pty-CreditRepository_I

Model-Generated Definition:

A kind of independent party.

Definition: This is the independent party, not the party in role

pty-IndependentParty

Model-Generated Definition:

Definition:

public offering

Model-Generated Definition:

A kind of securities offering. A valid occurrence satisfies the following necessary condition:

  • is evidenced by at least one occurrence of prospectus.

Definition: an offering of securities for sale to the investment public, after compliance with registration requirements of the relevant regulatory authorities

public private issue facet

Model-Generated Definition:

Definition: Classification facet.

public purpose

Model-Generated Definition:

A kind of objective.

Definition: an objective that reflects values generally thought to be shared by and that is intended to benefit the populace as a whole

public record

Model-Generated Definition:

A kind of report. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • refers to any number of occurrences of account.
  • is evidenced by any number of occurrences of legal document.

Definition: A record about an action involving a party that is publicly available from court or other government agencies. This can include court actions such as bankruptcy and foreclosure, as well as liens and other events that have been recorded.

public record category

Model-Generated Definition:

A kind of classifier.

Definition: A particular classification of public record, e.g. tax lien, wage garnishment, foreclosure.

public shareholder

Model-Generated Definition:

A kind of shareholder.

Definition: a shareholder that holds publicly issued shares in a listed company

publication

Model-Generated Definition:

A kind of document. A valid occurrence may have the following properties:

Definition: anything made public by print (such as a newspaper, magazine, pamphlet, letter, telegram, via computer modem or program, or in a poster, brochure or pamphlet), orally, or by broadcast (radio, television)

publicly held company

Model-Generated Definition:

A kind of stock corporation.

Definition: a company whose shares are traded and held publicly

publicly issued debt (from package /Informative/Securities/Debt/Debt Foundations Ext/DebtInstrumentsExt/publicly issued debt)

Model-Generated Definition:

A kind of issued debt. A valid occurrence may have the following properties:

  • issued debt amount any number of occurrences of monetary amount.
  • series any number of occurrences of Text.
  • pool number any number of occurrences of Whole Number.

Definition: An amount of Debt issued under a given Debt security.

publicly issued debt (from package /Release/Securities/Debt/DebtInstruments/publicly issued debt)

Model-Generated Definition:

A kind of issued debt. A valid occurrence may have the following properties:

Definition: an issued debt in the form of a tradable debt instrument (security)

publicly issued equity

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: The equity which exists in an incorporated company, which has been issued to the public in the form of shares. This class defines the equity itself, as distinct from the shares which give a holder the ownership of that equity, i.e. this is what is owned by the share holder.

publicly traded share

Model-Generated Definition:

A kind of equity instrument, exchange traded security, registered security, and share. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A publicly traded security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings.

published end of day price

Model-Generated Definition:

Definition: A price published by a market data vendor at the end of the trading day.

published financial information

Model-Generated Definition:

A kind of publication. A valid occurrence may have the following properties:

Definition: published information made available by a financial information publisher

published future value

Model-Generated Definition:

Definition: A value defined in advance in a schedule, as part of the bond terms in the prospectus. an example of this is a stepped coupon in a bond.

published information

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary conditions:

Definition: Information put into the public domain by some party or sold at a profit.

published price

Model-Generated Definition:

A kind of market data and timed parameter.

Definition: The price of some financial instrument on some market, published by some agent, in some suitable format.

published price as rate spread

Model-Generated Definition:

Definition: A debt instrument price quoted or defined in terms of a spread of that instrument's price with reference to some reference rate. The reference rate may be either a market interest rate such as an IBOR or the rate of interest on some reference instrument.

published price as treasury rate spread

Model-Generated Definition:

A kind of published price as rate spread. A valid occurrence satisfies the following necessary condition:

Definition:

published sinking fund amortization terms description

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Terms for the paydown of principal in a sinking fund type of amortizing security.

publisher (from package /Provisional/Foundations/Publications/Publications/publisher)

Model-Generated Definition:

A kind of agent in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: An organization (such as a publishing house) which makes information. available.

publisher (from package /Release/Business Entities/Functional Entities/Publishers/publisher)

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party responsible for the printing or distribution of digital or printed information

publishing house (from package /Provisional/Foundations/Publications/Publications/publishing house)

Model-Generated Definition:

Definition: Some business entity which specializes in publishing information.

publishing house (from package /Release/Business Entities/Functional Entities/Publishers/publishing house)

Model-Generated Definition:

A kind of functional business entity. A valid occurrence satisfies the following necessary condition:

Definition: some organization whose principal role is to publish information

Purchase

Model-Generated Definition:

Definition:

purchase price (please review)

Model-Generated Definition:

A valid occurrence may have the following properties:

  • purchase date (please review) any number of occurrences of date.
  • purchase amount (please review) any number of occurrences of monetary amount.

Definition:

purchase right

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence may have the following properties:

  • purchase price any number of occurrences of price.

Definition: Anti-takeover device that gives a prospective acquiree’s shareholders the right to buy usually shares of the firm or shares of anyone who acquires the firm at a deep discount to their fair market value.

purpose

Model-Generated Definition:

Definition: The context in which some thing is, may be or is planned to be put to some use by someone.

purposive amount

Model-Generated Definition:

A kind of purposive thing. A valid occurrence satisfies the following necessary conditions:

Definition: An amount of something defined in terms of its usefulness for some purpose. Scope Note: Includes investment capital (an amount of capital intended or used for investment), and amounts of raw material used or to be used in e.g. manufacture of something.

purposive thing

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: Something described in terms of its purpose or potential purpose. Editorial Note: That which fulfils this role is generally taken to be some kind of Independent Thing However it is conceivable that the existence of some relative thing, for example an asset, may itself be put to a purpose over and above the role or context already defined for it, and wholly dependent on it being that relative thing and not siply a thing in itself. therefore the identity relationship is modeled with a range of Thing, but is modeled as a separate relationship to that of Relative Thing in order to make this conclusion explicit. This relationship need not be used in operational application ontologies as it adds no new logical assertion.

put date

Model-Generated Definition:

Definition: Date on which the instrument may be put.

put event

Model-Generated Definition:

A kind of occurrence kind.

Definition: an event associated with the put schedule for a debt instrument, i.e., an event involving the 'put', or surrender of the instrument by the holder

put feature

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence satisfies the following necessary conditions:

Definition: a redemption provision giving the holder the right, but not the obligation, to sell a specified amount of the debt instrument (i.e., redeem it), prior to maturity

put notification provision

Model-Generated Definition:

A kind of tradable debt instrument redemption provision. A valid occurrence may have the following properties:

  • has date period any number of occurrences of put window.

Definition: a provision of a put feature defining notification requirements

put of issue

Model-Generated Definition:

A kind of explicitly scheduled event and redemption event. A valid occurrence satisfies the following necessary condition:

  • occurs on at least one occurrence of put date.

Definition: The putting i.e. the giving up of units of a Traded Security by Holders.

put option buyer

Model-Generated Definition:

A kind of option buyer.

Definition: The Party which is the buyer of the Put Option. This party has the option but not the obligation to transact as the Seller of the Option Underlying.

put option contract

Model-Generated Definition:

A kind of option contract. A valid occurrence satisfies the following necessary conditions:

Definition:

put option type

Model-Generated Definition:

A kind of option type.

Definition:

put option writing party

Model-Generated Definition:

Definition: The Party which is the writer of the Put Option. This party has the obligation to transact as the Buyer of the Option Underlying.

put premium

Model-Generated Definition:

A kind of monetary price.

Definition: an amount over par that a debt instrument holder must pay to sell the security early

put price

Model-Generated Definition:

A kind of monetary price.

Definition: a price at which a debt instrument with a put feature may be sold by the holder

put schedule (from package /Release/Securities/Debt/DebtInstruments/put schedule)

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

Definition: a schedule that defines the events associated with the put feature of a debt instrument, i.e, the dates on which the debt instrument may be sold at what price by the holder

put schedule (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/put schedule)

Model-Generated Definition:

A kind of schedule.

Definition:

put schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and put schedule. A valid occurrence satisfies the following necessary condition:

  • lists scheduled event at least one occurrence of put of issue.

Definition: Schedule of dates on which a Traded Security may be Put by the Holder.

put terms

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • right to retain any number of occurrences of True Or False.
  • put frequency any number of occurrences of frequency.
  • days to put any number of occurrences of Whole Number.
  • put date any number of occurrences of date.
  • mandatory put any number of occurrences of True Or False.
  • estate or death put any number of occurrences of True Or False.

Definition: Contractual terms for a feature that provides the bond holder the contractual option to redeem the bond prior to the scheduled maturity date.

put window (from package /Release/Securities/Debt/DebtInstruments/put window)

Model-Generated Definition:

A kind of date period.

Definition: an explicit period of time prior to a put date during which holder or agent must give notice to an issuer

put window (from package /Provisional/Securities/Debt/Debt Foundations/DebtCashflowTerms/put window)

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • days to put notification any number of occurrences of Whole Number.

Definition: Window of number of days prior to a mandatory or optional redemption date that the issuer/agent must give notice to holders.

Q
qualified investor restriction

Model-Generated Definition:

A kind of legal holding restriction. A valid occurrence may have the following properties:

  • has holding period any number of occurrences of date period.

Definition: a legal holding restriction specifying that only qualified investors may hold the security, optionally for a defined holding period (if this is not defined then the period is indefinite)

quantified raw material

Model-Generated Definition:

A kind of quantified resource. A valid occurrence satisfies the following necessary condition:

  • quantified raw material takes material form at least one occurrence of material amount.

Definition: Some measured or quantified amount of some raw material. Scope Note: This is a kind of economic resource i.e. it may be bought or sold or exchanged, or put to work in some process.

quantified resource

Model-Generated Definition:

A kind of economic resource. A valid occurrence satisfies the following necessary condition:

Definition: An amount of something which is defined in terms of its use for some purpose.

quantitative amount

Model-Generated Definition:

Definition: A measured amount of anything (material or time). This is an actual quantity of something rather than the abstract concept of the amount that something is of. Hence it is concrete not abstract.

quantity

Model-Generated Definition:

A kind of measure. A valid occurrence satisfies the following necessary condition:

Definition: a property of a phenomenon, body, or substance, to which a number can be assigned with respect to a reference

quantity kind

Model-Generated Definition:

A kind of classifier.

Definition: a categorization type for ‘quantity’ that characterizes quantities as being mutually comparable

Quantity Reference

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition:

Quantity Referent

Model-Generated Definition:

Definition:

quantity value

Model-Generated Definition:

A kind of measure. A valid occurrence satisfies the following necessary condition:

Definition: number and measurement unit together giving magnitude of a quantity

quote price

Model-Generated Definition:

A kind of share price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A price quoted for the purchase or sale of a security.

quoted exchange rate

Model-Generated Definition:

A kind of exchange rate and market rate. A valid occurrence satisfies the following necessary condition:

  • has quote currency exactly one occurrence of currency.

A valid occurrence may also have the following properties:

  • has quotation settlement basis in days any number of values of number.
  • has quotation settlement basis any number of occurrences of duration.
  • has quotation block amount basis any number of occurrences of monetary amount.

Definition: an exchange rate quoted at a specific point in time, for a given block amount of currency as quoted against another (base) currency

quoted price

Model-Generated Definition:

A kind of monetary price and published financial information. A valid occurrence satisfies the following necessary condition:

  • has quotation date exactly one occurrence of date.

Definition: a monetary price quoted by some publisher on a given date

R
r e a claim

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Some imbalance, at a given point in time, between the respective rights and obligations of two parties with respect to one another.

r e a transaction obligation

Model-Generated Definition:

Definition:

r e a transaction right

Model-Generated Definition:

A kind of contingent right.

Definition:

race

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • has broader transitive at least one occurrence of race.
  • has broader transitive at least one occurrence of race.
  • classifies at least one occurrence of natural person.

Definition: a category based on a person's physical characteristics, such as bone structure and skin, hair, or eye color

Race

Model-Generated Definition:

A kind of classifier.

Definition: A category based on a person's physical characteristics, such as bone structure and skin, hair, or eye color.

rate (from package /Release/Foundations/Quantities/QuantitiesAndUnits/rate)

Model-Generated Definition:

A kind of quantity.

Definition: a quantity measured with respect to some other quantity

rate (from package /Informative/Foundations/Math/Math/rate)

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:

  • is rate of at least one occurrence of value.
  • is over at least one occurrence of temporal unit.

Definition: The rate of change of some measurable parameter over some period of time.

rate based observable

Model-Generated Definition:

A kind of non-physical underlier, observable underlier, and observable value. A valid occurrence satisfies the following necessary conditions:

Definition:

rate basis type

Model-Generated Definition:

A kind of method.

Definition: The type of basis for a percentage quoted figure, as used in specifying Bond Call percentage amounts. REVIEW: Does this same meaningful term have wider applicability?

rate-based derivative instrument

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary condition:

Definition:

rating

Model-Generated Definition:

A kind of schematic code and time sensitive information. A valid occurrence may have the following properties:

  • rating has tense any number of occurrences of Tense.

Definition: A schematic code which is used to express an opinion about something, as expressed by some agent. This may take different values at different times, as the agent expressing that opinion may revise it from time to time.

rating scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

  • defines red at least one occurrence of rating.

Definition:

ratio

Model-Generated Definition:

Definition: a proportional relationship between two different numbers or quantities, or in mathematics a quotient of two numbers or expressions, arrived at by dividing one by the other

ratio expression

Model-Generated Definition:

A kind of quantity and ratio. A valid occurrence satisfies the following necessary conditions:

Definition: a proportional relationship specifically between two different quantities or expressions, arrived at by dividing one by the other

Ratio System Of Quantities

Model-Generated Definition:

Definition:

ratio value

Model-Generated Definition:

A kind of quantity value and ratio. A valid occurrence satisfies the following necessary conditions:

Definition: a proportional relationship specifically between two different quantity values that gives rise to a datum of a specific quantity type

raw material

Model-Generated Definition:

A kind of purposive amount. A valid occurrence satisfies the following necessary condition:

Definition: An amount of some material intended to be used for some purpose e.g. in manufacture, refinery. Scope Note: This is out of scope for financial services applications (unless it is needed for various loan purposes). This may be implemented in manufacturing models to define various manufacturing and refinement purposes, but at this level it is more general than any one of those.

raw materials sector

Model-Generated Definition:

Definition: a classifier used for price indices related to raw materials purchased by industries in Canada for further processing

re po party

Model-Generated Definition:

A kind of contract party.

Definition: A party to a repurchase agreement.

real estate

Model-Generated Definition:

A kind of physical location. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: land plus anything permanently fixed to it, including buildings, sheds and other items attached to the structure

real property appraisal

Model-Generated Definition:

A kind of valuation. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An act of real estate valuation conducted by an appraiser or technology with a logical model that performs the same function. Valuation determines the amount of money a real estate property is worth, through one or more methodologies.

realized variable leg

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

Definition: Leg which relates to some statistical measure of performance of the underlying.

realized variable swap side terms

Model-Generated Definition:

Definition: Terms for legs which relate to some statistical measure of performance of the underlying.

receiver

Model-Generated Definition:

A kind of de jure controlling interest party. A valid occurrence satisfies the following necessary conditions:

Definition: A party appointed by some court for the purposes of winding up the affairs of some entity which is no longer solvent.

record

Model-Generated Definition:

A kind of collection.

Definition: a structured collection and document that memorializes and provides objective evidence of activities performed, events occurred, results achieved, or statements made, regardless of its characteristics, media, physical form, or the manner in which it is recorded or stored

recurrence interval

Model-Generated Definition:

A kind of time interval.

Definition: a time interval that is consistent between elements of a regular schedule

redemption by bond number

Model-Generated Definition:

Definition:

redemption by lot

Model-Generated Definition:

Definition:

redemption event

Model-Generated Definition:

A kind of prescriptive event.

Definition: An event whereby a debt security comes to the end of its life and the debt is paid off (redeemed).

redemption in inverse order

Model-Generated Definition:

Definition:

redemption payment

Model-Generated Definition:

A kind of explicitly scheduled event and redemption event. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

redemption payment date

Model-Generated Definition:

Definition:

redemption price

Model-Generated Definition:

A kind of fund price.

Definition:

redemption provision

Model-Generated Definition:

Definition: a contract provision enabling the issuer (writer) to regain possession through repayment of some stipulated price

redemption schedule

Model-Generated Definition:

A kind of schedule.

Definition:

redemption schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and redemption schedule. A valid occurrence satisfies the following necessary condition:

Definition: Schedule for payments of defined amounts of the Principal on a Debt Security.

refer to fund order desk

Model-Generated Definition:

Definition: Restriction requiring an investor to refer to the fund order desk prior to redeeming a fund.

reference

Model-Generated Definition:

A valid occurrence may have the following properties:

  • classifies any number of occurrences of any type.
  • characterizes any number of occurrences of any type.
  • applies to any number of occurrences of any type.
  • denotes any number of occurrences of any type.
  • defines any number of occurrences of any type.
  • applies to any number of occurrences of any type.

Definition: a concept that refers to (or stands in for) another concept

reference debt instrument

Model-Generated Definition:

A kind of parametric reference entity. A valid occurrence satisfies the following necessary condition:

Definition: A debt instrument in the role of a reference instrument. Some property of the instrument is used in calculations, for example the interest or the yield of the instrument.

reference document

Model-Generated Definition:

A kind of document.

Definition: a document that provides pertinent details for consultation about a subject

reference factor

Model-Generated Definition:

A kind of timed parameter. A valid occurrence may have the following properties:

  • reference factor has value any number of occurrences of timed value.

Definition: Some factor which is referred to in calculations and which is itself calculated in order to perform those calculations.

reference index

Model-Generated Definition:

A kind of market rate. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

reference index basket

Model-Generated Definition:

Definition: The basket of securities which makes up a published index.

reference index constituent

Model-Generated Definition:

Definition: A security which makes up part of a Reference Index.

reference index dated value (please review)

Model-Generated Definition:

A kind of market parameter timed value (please review). A valid occurrence may have the following properties:

  • value (please review) any number of occurrences of Whole Number.

Definition:

reference interest rate

Model-Generated Definition:

A kind of interest rate and market rate. A valid occurrence may have the following properties:

  • has tenor any number of occurrences of duration.
  • has reference currency any number of occurrences of currency.
  • has reference currency any number of occurrences of currency.

Definition: a market rate that is a rate of interest paid by or agreed among some bank or set of banks

Reference Material

Model-Generated Definition:

A valid occurrence may have the following properties:

  • may be treated as any number of occurrences of Unit.

Definition:

reference sovereign bill

Model-Generated Definition:

A kind of reference debt instrument. A valid occurrence satisfies the following necessary condition:

Definition: A Treasury Note or other sovereign debt the interest of which is used as a reference rate.

referent

Model-Generated Definition:

Definition: the concept that another concept stands for or refers to

refunding purpose

Model-Generated Definition:

Definition: A procedure whereby an issuer refinances outstanding bonds by issuing new bonds.

reg b (please review)

Model-Generated Definition:

Definition: US regulation concerning "Equal credit opportunity act" Electronic delivery of disclosures

reg z (please review)

Model-Generated Definition:

Definition: US Fed regulation "Truth in Lending Act" uniform standards for electronic delivery of disclosures

region

Model-Generated Definition:

A kind of geographical area.

Definition: Some area of land, either within a country or state or encompassing several countries and states, and referred to as a Region for some purpose or other.

regional government

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

Definition: an administrative body for a small geographic area, such as a county, smaller town, or other similar community

regional sovereignty

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

Definition: the legal person that corresponds to an administrative division, administrative unit, administrative entity or country subdivision (or, sometimes, geopolitical division or subnational entity), that has the capacity to incur debt, issue contracts, and enter into relations with other similar entities

registered address

Model-Generated Definition:

A kind of postal address.

Definition: The address at which an entity is registered and at which legal papers may be served.

registered address site

Model-Generated Definition:

A kind of physical site.

Definition: An official Registered Address of a company, as registered with the appropriate Companies Registry for the jurisdiction in which the company is registered, and at which legal proceedings may be served upon the entity.

registered multilateral trading facility

Model-Generated Definition:

A kind of multilateral trading facility. A valid occurrence satisfies the following necessary conditions:

Definition: a multilateral system operated by an investment firm or market operator, which brings together multiple third-party buying and selling interests in financial instruments in the system, in accordance with non-discretionary rules, in a way that results in a contract in accordance with the provisions of Title II of the MiFID II

registered security

Model-Generated Definition:

A kind of security. A valid occurrence satisfies the following necessary conditions:

  • may be traded in at least one occurrence of market.
  • is registered by exactly one occurrence of registration authority.
  • has registration date exactly one occurrence of date.

Definition: a security that is registered with some registration authority and that may be traded in some trading venue (market)

registered shareholder

Model-Generated Definition:

A kind of shareholder.

Definition: a shareholder that is registered on the shareholder registry for a company

registrar

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary conditions:

  • is played by at least one occurrence of any type.
  • is played by at least one occurrence of any type.
  • has identity exactly one occurrence of legally capable person.

Definition: a party that has the capacity to act as a representative of a registration authority to provide registration services, including official record keeping

registration address

Model-Generated Definition:

A kind of address. A valid occurrence may have the following properties:

  • has address line 4 any number of values of text.
  • has address line 1 any number of values of text.
  • has postal code any number of values of text.
  • has address line 2 any number of values of text.
  • has address line 3 any number of values of text.

Definition: an address for a business, such as its legal address, headquarters address, address registered for obtaining a license, and so forth

registration authority

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary conditions:

  • has identity exactly one occurrence of any type.
  • provides at least one occurrence of registration service.
  • manages at least one occurrence of registry.

A valid occurrence may also have the following properties:

  • registers any number of occurrences of any type.

Definition: a formally constituted organization and legal entity that is responsible for maintaining a registry and provides registration services

registration capacity

Model-Generated Definition:

A kind of legal capacity.

Definition: the capacity of some natural person to formally register information in a registry on behalf of some registration authority

registration code

Model-Generated Definition:

A kind of information.

Definition: Any code by which something in formally registered, for example for the purposes of legal identification.

registration identifier

Model-Generated Definition:

A kind of organization identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier that is officially allocated to the organization at the time of registration in a jurisdiction in which said organization is organized or registered, used in that jurisdiction to identify the organization

registration requirement

Model-Generated Definition:

A kind of securities regulation. A valid occurrence may have the following properties:

  • applies to any number of occurrences of security.

Definition: a requirement for registraton of a security within some country, jurisdiction or federal province ... applies to a registered security, is a function of registration regulations

registration scheme

Model-Generated Definition:

A kind of classification scheme and identification scheme. A valid occurrence satisfies the following necessary conditions:

Definition: a scheme for organizing information and allocating identifiers to items in a registry

registration service

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

Definition: service provided to individuals and/or organizations to register items in a registry

registry

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a system, typically an information system, that records the registration of items

registry entry

Model-Generated Definition:

A kind of reference. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is a part of any number of occurrences of registry.

Definition: an entry in a registry that specifies something about the thing that is registered

registry identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • is index to exactly one occurrence of registry.

Definition: an identifier associated with an entry in a registry, i.e., one that provides an index to the registry for the identified item

regular call

Model-Generated Definition:

A kind of entire call.

Definition:

regular floater tranche

Model-Generated Definition:

A kind of floater tranche.

Definition: A floater tranche is a tranche that is keyed to an index and a spread. The spread is added to the index.

regular schedule

Model-Generated Definition:

A kind of schedule. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a schedule whose time intervals recur regularly

regulated commodity

Model-Generated Definition:

A kind of commodity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a commodity under the jurisdiction of the regulatory agency, such as the Commodities Futures Trading Commission (CFTF), which includes any commodity traded in an organized contracts market

regulated market

Model-Generated Definition:

A kind of exchange. A valid occurrence satisfies the following necessary conditions:

Definition: a medium for the exchange of goods or services over which a government body exerts a level of control. This control may require market participants to comply with environmental standards, product-safety specifications, information disclosure requirements and so on.

regulation

Model-Generated Definition:

A kind of legal construct. A valid occurrence satisfies the following necessary conditions:

Definition: a rule used to carry out a law

regulation identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of regulation.

Definition: an identifier associated with a regulation

Regulation S

Model-Generated Definition:

Definition: a securities regulation defining an exemption through which corporations can issue unregistered securities to qualified foreign investors and foreign institutions

regulator (please review)

Model-Generated Definition:

Definition:

regulatory agency

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary conditions:

  • has identity exactly one occurrence of any type.
  • provides at least one occurrence of regulatory service.
  • has identity exactly one occurrence of any type.
  • has jurisdiction at least one occurrence of jurisdiction.

A valid occurrence may also have the following properties:

Definition: a public authority or government agency responsible for exercising autonomous authority over some area of human activity in a regulatory or supervisory capacity

regulatory call

Model-Generated Definition:

A kind of entire call.

Definition:

regulatory capacity

Model-Generated Definition:

A kind of legal capacity.

Definition: the capacity of some natural person to regulate some industry, organization, or product by virtue of some certification program on behalf of some regulatory agency

regulatory entity

Model-Generated Definition:

A kind of organization.

Definition: Some entity which has some regulatory function.

regulatory requirement

Model-Generated Definition:

A kind of legal requirement.

Definition: A requirement of some sort by which something is to be regulated.

regulatory service

Model-Generated Definition:

A kind of service. A valid occurrence satisfies the following necessary condition:

Definition: a service provided by a regulatory agency, which may include, but not be limited to, examination, monitoring, supervision, testing, or other capabilities required to ensure the integrity, fairness, safety, or other capacity of a given industry, organization, or product

relation

Model-Generated Definition:

Definition:

relationship context

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: Any context in which Parties are defined.

relationship manager

Model-Generated Definition:

A kind of responsible party. A valid occurrence satisfies the following necessary condition:

  • manages at least one occurrence of account.

Definition: a responsible party who manages the client's account (or portfolio of accounts) and oversees their relationship with the service provider

relative cashflow

Model-Generated Definition:

Definition: A cash flow as seen from the perspective of a given balance sheet or by a given entity, that is a flow of funds into or or out of that balance sheet or on the part of that entity.

relative date (from package /Release/Foundations/Dates And Times/FinancialDates/relative date)

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

  • is relative to exactly one occurrence of date.

Definition: a calculated date that is some duration before or after another date

relative date (from package /Informative/Foundations/Time/Time/relative date)

Model-Generated Definition:

A kind of relative time and specified date. A valid occurrence satisfies the following necessary condition:

  • relative to at least one occurrence of date.

A valid occurrence may also have the following properties:

  • date offset any number of occurrences of Whole Number.
  • date offset day type any number of occurrences of day type.

Definition: A date defined in relation to some other date.

relative date period

Model-Generated Definition:

A kind of date period and relative time. A valid occurrence satisfies the following necessary condition:

  • relative to at least one occurrence of date.

Definition:

relative price

Model-Generated Definition:

A kind of monetary price.

Definition: a relative price with respect to either a stated or market value for a debt instrument at some point in time, defined as par, premium, or discount

relative time

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

  • relative to at least one occurrence of instant.

Definition: Time defined in relation to some other time.

relative yield calculation method

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

relatively defined debt instrument yield

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence may have the following properties:

Definition:

religious corporation

Model-Generated Definition:

A kind of not for profit corporation. A valid occurrence satisfies the following necessary condition:

Definition: a not for profit organization whose objective is specific to some fundamental set of beliefs and practices generally agreed upon by a number of people, and that is incorporated under the law

religious law

Model-Generated Definition:

A kind of body of law.

Definition: Some set of laws derived from and practised in the name of some religion.

religious law jurisdiction

Model-Generated Definition:

A kind of jurisdiction. A valid occurrence may have the following properties:

Definition: A Jurisdiction in which some system of religious law is in force.

religious law system

Model-Generated Definition:

A kind of legal system.

Definition: Some system of law based on the ordering principle of reality as being knowledge as revealed by God and governing all human affairs.

religious objective

Model-Generated Definition:

Definition: a not for profit objective that reflects the religious goals of an organization

remarketing purpose

Model-Generated Definition:

Definition: The process of reselling securities to the public that have been tendered for purchase by the previous owners thereof.

Remortgage

Model-Generated Definition:

Definition:

Remortgage On Different Terms

Model-Generated Definition:

A kind of Remortgage.

Definition:

Remortgage With Equity Release

Model-Generated Definition:

A kind of Remortgage.

Definition:

Renovation

Model-Generated Definition:

Definition:

repaid loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • repayment date any number of occurrences of date.

Definition:

repayment phase

Model-Generated Definition:

A kind of loan phase.

Definition:

repo borrower

Model-Generated Definition:

A kind of re po party.

Definition: The borrower in the repurchase agreement.

repo lender

Model-Generated Definition:

A kind of re po party.

Definition: The lender in the repurchase agreement.

Report

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • hasCreationDate at least one occurrence of date.

A valid occurrence may also have the following properties:

Definition: A body of information organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis. Reports may refer to specific periods, events, occurrences, or subjects, and may be communicated or presented in oral or written form.

report

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • has date of issuance at least one occurrence of date.

A valid occurrence may also have the following properties:

  • is produced by any number of occurrences of agent in role.
  • has reporting period any number of occurrences of date period.

Definition: a body of information organized in a narrative, graphic, or tabular form, prepared on ad hoc, periodic, recurring, regular, or as required basis. Reports may refer to specific periods, events, occurrences, or subjects, and may be communicated or presented in oral or written form

report document

Model-Generated Definition:

A kind of document. A valid occurrence satisfies the following necessary condition:

  • report author business organization at least one occurrence of autonomous agent.

Definition:

reporting entity

Model-Generated Definition:

A kind of process role business entity. A valid occurrence satisfies the following necessary condition:

Definition: Some part of some company which is treated as a distinct entity internally for reporting purposes, but which externally is not a distinct kind of entity in any way.

reporting frequency policy

Model-Generated Definition:

A kind of reporting policy.

Definition: Frequency with which financial reports will be presented.

reporting obligation

Model-Generated Definition:

A kind of duty. A valid occurrence satisfies the following necessary conditions:

Definition: An obligation to report to some entity about some matter.

reporting policy

Model-Generated Definition:

A kind of policy.

Definition: A policy relating to the provision of reports,

repossession history (please review)

Model-Generated Definition:

Definition: Information about an entity which has a history of repossessions, about those repossessions.

representation (please review)

Model-Generated Definition:

Definition:

representations section

Model-Generated Definition:

A kind of contract part.

Definition: Section containing statements held out by one party to the other as being true and correct at the time of the Agreement. A representation, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.

repudiation or moratorium

Model-Generated Definition:

A kind of entity credit event. A valid occurrence may have the following properties:

Definition: The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity.

repurchase agreement

Model-Generated Definition:

A kind of debt instrument and mutual contractual agreement. A valid occurrence satisfies the following necessary conditions:

  • has contract party at least one occurrence of re po party.
  • repurchase agreement has borrower at least one occurrence of repo borrower.
  • repurchase agreeement has lender at least one occurrence of repo lender.

A valid occurrence may also have the following properties:

Definition: A repurchase agreement (or repo) is an agreement between two parties whereby one party lends the other a security at a specified price with a commitment to take the security back at a later date for another specified price.

reputation

Model-Generated Definition:

A kind of business goal.

Definition: The goal of a business to maintain or enhance its reputation.

request (from package /Release/Loans/Loan Contracts/LoanGeneric/request)

Model-Generated Definition:

A kind of occurrence. A valid occurrence satisfies the following necessary conditions:

Definition: an occurrence whereby an agent asks another agent for something or to do something

request (from package /Informative/Foundations/Information/Messaging/request)

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

Definition: A request by some party to some other party for some thing or service.

requesting party

Model-Generated Definition:

A kind of party in role.

Definition: The party making some request.

Research, Statistics, Supervision and Regulation, and Discount and Credit identifier

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

Definition: a unique identifier assigned by the Federal Reserve to financial institutions

resetable strike terms set

Model-Generated Definition:

A kind of option strike terms set. A valid occurrence satisfies the following necessary condition:

Definition:

residential houseboat loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

residential m b s

Model-Generated Definition:

A kind of mortgage backed security instrument. A valid occurrence may have the following properties:

Definition: Residential Mortgage-Backed Securities, which are trust certificates (bonds) backed by a pool of residential mortgage loans.

residual tranche

Model-Generated Definition:

Definition: Unknown Further notes: Verify whether Residual Tranche and Support Tranche are meant to be in the same list of types as PAC etc. i.e. can a tranche not be PAC and Residual? this looks suspicioulsy like two semantics.

responsibility

Model-Generated Definition:

Definition:

responsible party

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party to which some responsibility has been given

restricted percentage

Model-Generated Definition:

A kind of percentage.

Definition: a proportion of something expressed as a percentage amount and not exceeding 100% of that of which it is the percentage

Restricted Percentage

Model-Generated Definition:

A kind of Percentage.

Definition:

restricted voting right

Model-Generated Definition:

A kind of voting right.

Definition: Restricted Voting. The holder has the right to vote but there are restrictions on these rights.

restriction

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: Anything which prevents something being done which might otherwise be done. The Restriction is defined relative to the thing which might otherwise be done, which may be an activity of some sort. It is therefore a Relative Thing, with a property identifying that act or event.

Restriction 144A

Model-Generated Definition:

A kind of legal restriction. A valid occurrence may have the following properties:

  • has holding period any number of occurrences of date period.

Definition: a Securities & Exchange Commission rule modifying a two-year holding period requirement on privately placed securities to permit qualified institutional buyers to trade these positions among themselves

restructuring

Model-Generated Definition:

A kind of entity credit event. A valid occurrence may have the following properties:

Definition: A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment.

restructuring type code

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A textual code identifying the type of restructuring event in relation to some restructuring type scheme. This is information about the event rather than an aspect of the event itself, and is commonly identified in messages.

restructuring type scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence may have the following properties:

  • scheme reference any number of occurrences of URI.

Definition: The scheme which defines the restructuring type in a Restructuring credit event.

retail concession

Model-Generated Definition:

A kind of marketplace service.

Definition: The provision of retail space for the sale of goods by a party other than the owner of the retail space. Note: this is included with this Financial services notology architecture in order to put financial market listings in a context.

retained earnings

Model-Generated Definition:

A kind of equity.

Definition: the portion of net income which is retained by the corporation rather than distributed to its owners as dividends

retained income

Model-Generated Definition:

A kind of income.

Definition:

return leg

Model-Generated Definition:

A kind of swap leg. A valid occurrence satisfies the following necessary condition:

Definition:

return swap contract

Model-Generated Definition:

Definition:

return swap transaction

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has return leg any number of occurrences of return leg.
  • has funding leg any number of occurrences of any type.

Definition: The transaction of a total Return Swap. This is the transaction in which the return on some asset is exchanged for some agreed payment or series of payments.

revaluation

Model-Generated Definition:

A kind of transaction business event. A valid occurrence satisfies the following necessary condition:

Definition:

revenue bond

Model-Generated Definition:

A kind of municipal bond.

Definition: A revenue bond is a municipal bond supported by the revenue from a specific project, such as a toll bridge, highway or local stadium. Revenue bonds are municipal bonds that finance income-producing projects and are secured by a specified revenue source. Typically, revenue bonds can be issued by any government agency or fund that is managed in the manner of a business, such as entities having both operating revenues and expenses.

reverse mortgage (please review)

Model-Generated Definition:

Definition: Designed for senior citizens who want to borrow against the equity of house. The house has been paid for. How is it different?: Scenario based. If you have someone who is asset rich but cash poor then a traditional view of the mortgage wqould say yoiu must have th ecash to repay the loan, which would not apply in this case: we actually don't anticipate that you would repay it, maybe not even regular amounts on the loan, but when the loan expires, e.g. when you die, we will recover on the asset in the normal course of events. Not seen as a default but is an expectation that we will recover our funds. See Wikipedia. AKA Lifetime morgtage, seniores (age xxx or older) to release the home equity.

reverse mortgage loan contract

Model-Generated Definition:

A kind of mportgage loan contract. A valid occurrence satisfies the following necessary condition:

Definition: A mortgage contract that pays out money to the borrower against a set principal limit that is based on the value of existing equity in the underlying collateral. The interest is added to the principal balance.

revolving credit contract

Model-Generated Definition:

A kind of credit facility agreement. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • maximum allowed balance (please review) any number of occurrences of monetary amount.

Definition: Contract which embodies and defines the terms and conditions for a credit line based on some collaterial, which can be drawn down and/or paid back by the borrower.

revolving line of credit

Model-Generated Definition:

A kind of debt finance. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • maximum anticipated balance (please review) any number of occurrences of monetary amount.

Definition: A credit line based on some collateral, that can be drawn down and/or paid back by the borrower.

revolving line of credit tranche

Model-Generated Definition:

A kind of committed credit facility tranche. A valid occurrence satisfies the following necessary condition:

Definition:

riferimento

Model-Generated Definition:

Definition: Meaning not known

right

Model-Generated Definition:

Definition: entitlement (not) to perform certain actions, or (not) to be in certain states; or entitlement that others (not) perform certain actions or (not) be in certain states Stanford Encyclopedia of Philosophy

right of credit record correction (please review)

Model-Generated Definition:

Definition: The right to have a credit record corrected.

Right To Buy

Model-Generated Definition:

Definition:

rights allocation ability

Model-Generated Definition:

A kind of right.

Definition: The ability to reallocate rights Similarly Authority is the authority to impose some duties on others. Someone has the right to carry out the authority that imposes duties on another person, or to command them to do it.

risk

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition:

risk level

Model-Generated Definition:

Definition:

risk state transition

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • event has consequence at least one occurrence of consequence.

Definition:

RiskAssesssment

Model-Generated Definition:

A kind of occurrence.

Definition: An information product derived from the transaction history of a credit account.

robot

Model-Generated Definition:

A kind of autonomous agent.

Definition: Any self actualizing artificial entity.

role

Model-Generated Definition:

Definition: A role is a set of connected behaviours, rights, obligations, beliefs, and norms as conceptualised by actors in the context of some situation.

roll back

Model-Generated Definition:

Definition:

roll forward

Model-Generated Definition:

Definition:

routing transit number

Model-Generated Definition:

A kind of registry identifier. A valid occurrence satisfies the following necessary condition:

Definition: a unique nine digit identifier, used in the United States, to identify a banking or other financial institution to clear funds or process checks; the routing transit number, as it appears on a check, specifically denotes the banking institution that holds the account in which funds from the check are to be drawn.

rule

Model-Generated Definition:

Definition: A Rule is any statement which determines how something must be. It is defined in relation to that something (which may be an event or a parameter), and with some reference to the way in which that Rule is defined, e.g. whether it forms part of some legally binding contract, is defined by physics and so on.

rule code

Model-Generated Definition:

A kind of schematic code. A valid occurrence satisfies the following necessary condition:

  • stands for at least one occurrence of rule.

Definition:

rule scheme

Model-Generated Definition:

A kind of scheme. A valid occurrence satisfies the following necessary condition:

  • defines red at least one occurrence of rule code.

Definition:

rule-determined date

Model-Generated Definition:

A kind of calculated date.

Definition: a date determined by the application of some rule

russian yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

Definition: The method used in determining Yield in the Russian markets. This is based on an effective yield with fundamentally different math. To give an example of the use of a different "yield type", we have Russia, which trades based on an effective yield. The price-yield math is fundamentally different. Notes Origin:Fidessa Uses a trade space and effective yield formula. MAy have same day types but different math.

russian yield formula

Model-Generated Definition:

Definition: This is based on a different Effective Yield than on another market.

S
s i c a f

Model-Generated Definition:

Definition: A French fund vehicle type. Designation and definition needed.

s i c a v

Model-Generated Definition:

Definition: Societe Collective a Capital Variable

s p v purpose

Model-Generated Definition:

A kind of purpose.

Definition: The reason for the creation of a Special Purpose Vehicle.

s t r i p

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary condition:

  • is strip of underlying at least one occurrence of bond.

A valid occurrence may also have the following properties:

Definition: Separate Trading of Registered Interest and Principal of Securities. A Debt Instrument which consists of either the interest component alone, or the principal component alone, of a bond.

sale method

Model-Generated Definition:

A kind of method.

Definition: The means by which something is sold.

sales finance company

Model-Generated Definition:

A kind of finance company.

Definition: a finance company that purchases retail and wholesale paper from automobile and other consumer and commercial goods dealers

sampling variance

Model-Generated Definition:

A kind of variance.

Definition: a measure of the extent to which the estimate of a characteristic from different possible samples of the same size and the same design differ from one another

samurai market

Model-Generated Definition:

Definition: As for Yankee bond market but in Japan instead of the US.

savings and loan association

Model-Generated Definition:

A kind of thrift institution.

Definition: a financial institution that accepts deposits primarily from individuals and channels its funds primarily into residential mortgage loans

savings and loan holding company

Model-Generated Definition:

Definition: a company that directly or indirectly controls a savings association or another savings and loan holding company, and explicitly excludes any company that is also a bank holding company

savings association

Model-Generated Definition:

Definition: A savings association is defined as: (a) any Federal savings association, where a Federal savings association means any Federal savings association or Federal savings bank which is chartered under section 1464 of the Federal Deposit Insurance Act; (b) any State savings association, where a State savings association means any building and loan association, savings and loan association, or homestead association; or any cooperative bank (other than a cooperative bank which is a State bank as defined in subsection (a)(2)) of the Federal Deposit Insurance Act, which is organized and operating according to the laws of the State (as defined in subsection (a)(3)) in which it is chartered or organized; and (c) any corporation (other than a bank) that the Board of Directors and the Comptroller of the Currency jointly determine to be operating in substantially the same manner as a savings association.

savings bank

Model-Generated Definition:

A kind of thrift institution.

Definition: a banking institution organized to encourage thrift by paying interest dividends on savings; savings banks can have state and federal affiliations, for example, State Savings Banks and Federal Savings Banks

SBA pool

Model-Generated Definition:

A kind of mortgage pool.

Definition:

schedule

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

  • has overall period exactly one occurrence of any type.

Definition: a collection of events or things that will be done and the dates and/or times when they will be done

schedule stub

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

Definition: a date period before the start of the recurring part of a schedule or after the end of the recurring part, which may be associated with a specific occurrence kind

scheduled calculation period end event (from package /Release/Securities/Securities/ParametricSchedules/scheduled calculation period end event)

Model-Generated Definition:

A kind of occurrence kind.

Definition: the end date of a specific calculation period

scheduled calculation period end event (from package /Release/Securities/Securities/ISDASchedules/scheduled calculation period end event)

Model-Generated Definition:

A kind of occurrence kind.

Definition: the end date of a specific calculation period

scheduled calculation period end event (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/scheduled calculation period end event)

Model-Generated Definition:

A kind of occurrence kind.

Definition: the end date of a specific calculation period

scheduled calculation period start event (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/scheduled calculation period start event)

Model-Generated Definition:

A kind of occurrence kind.

Definition: the start of a specific calculation period

scheduled calculation period start event (from package /Release/Securities/Securities/ISDASchedules/scheduled calculation period start event)

Model-Generated Definition:

A kind of occurrence kind.

Definition: the start of a specific calculation period

scheduled calculation period start event (from package /Release/Securities/Securities/ParametricSchedules/scheduled calculation period start event)

Model-Generated Definition:

A kind of occurrence kind.

Definition: the start of a specific calculation period

scheduled coupon payment

Model-Generated Definition:

A kind of explicitly scheduled event. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • coupon amount any number of occurrences of Percentage.

Definition:

scheduled coupon payment date

Model-Generated Definition:

Definition:

scheduled event

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence satisfies the following necessary conditions:

Definition:

scheduled event date

Model-Generated Definition:

Definition:

scheduled payment

Model-Generated Definition:

A kind of ad hoc schedule entry and payment obligation. A valid occurrence satisfies the following necessary conditions:

Definition: a scheduled payment occurrence that is part of a payment schedule covering the term of the loan

scheduled trading day type

Model-Generated Definition:

A kind of day type.

Definition: When calculating the number of days between two dates the count includes only scheduled trading days.

ScheduledPayment

Model-Generated Definition:

A kind of commitment. A valid occurrence satisfies the following necessary conditions:

  • has date at least one occurrence of date.
  • cur-hasAmount at least one occurrence of monetary amount.

Definition: A scheduled payment occurrence that is part of a payment schedule covering the term of the loan.

schematic code

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

  • defined in at least one occurrence of scheme.

A valid occurrence may also have the following properties:

  • has code any number of occurrences of Text.

Definition: A code which is defined in some scheme as having some meaning.

schematic code identification

Model-Generated Definition:

A kind of identification. A valid occurrence satisfies the following necessary conditions:

  • applies to scheme at least one occurrence of scheme.
  • applies code at least one occurrence of schematic code.

Definition: The identification of some type of schematic code (such as an identifier) b some means.

scheme

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • scheme reference any number of occurrences of Text.

Definition: The scheme by which the schematic code is identified.

second home loan (please review)

Model-Generated Definition:

Definition: A loan which may be used for a vacation home or second home used for personal reasons.

second home loan contract (please review)

Model-Generated Definition:

Definition:

secondary borrower

Model-Generated Definition:

A kind of loan borrower.

Definition:

secondary market bond dealing

Model-Generated Definition:

A kind of securities trading. A valid occurrence satisfies the following necessary condition:

Definition:

sector classification scheme

Model-Generated Definition:

A kind of classification scheme. A valid occurrence satisfies the following necessary condition:

Definition: Scheme defining the structure and semantics of a set of classification codes which identify different industry sectors and (optionally) sub-sectors.

sector strategy

Model-Generated Definition:

Definition: Strategy which is sector based.

secured by collateral

Model-Generated Definition:

Definition:

secured by guaranty

Model-Generated Definition:

Definition:

secured loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence may have the following properties:

Definition: A loan which is secured by some security in the form either of collateral or of guaranty.

secured loan contract

Model-Generated Definition:

An occurrence can be recognized when it meets the following condition:

Definition: A loan contract that is secured by some collateral.

securities basket constituent

Model-Generated Definition:

A kind of basket constituent. A valid occurrence may have the following properties:

  • has identity any number of occurrences of security.

Definition: a security identified as a component of a basket of securities

securities exchange

Model-Generated Definition:

A kind of exchange, facility, and financial service provider. A valid occurrence satisfies the following necessary conditions:

Definition: an organized, national exchange where securities, options, and futures contracts may be traded by members for their own accounts and for the accounts of their customers

securities guaranty insurance policy

Model-Generated Definition:

A kind of insurance policy.

Definition: Some policy by which some party (directly or more usually through an intermediary who writes this policy) agrees to cover some risk as identified in this policy, on behalf of the holder of the policy. further Notes: Added specifically to cover financial instruments modeling of insurance backed Guaranty. This term would belong within a separate section of specialist insurance terms if there were such a section.

securities issuance

Model-Generated Definition:

A kind of s p v purpose.

Definition: The SPV is set up to issue securities.

securities issuance s p v

Model-Generated Definition:

A kind of special purpose vehicle. A valid occurrence satisfies the following necessary conditions:

Definition: An SPV set up specifically to issue securities.

securities offering

Model-Generated Definition:

A kind of agreement and offering. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: an offering of a security (or securities) for sale

securities pool (from package /Release/Securities/Securities/Pools/securities pool)

Model-Generated Definition:

A kind of pool. A valid occurrence satisfies the following necessary condition:

Definition: a pool consisting of debt instruments, such as bonds, loans or mortgages

securities pool (from package /Release/Securities/Securities/Pools/securities pool)

Model-Generated Definition:

A kind of pool. A valid occurrence satisfies the following necessary condition:

Definition: a pool of securities purchased by an SPV or other entity for the purpose of issuing notes against those securities

securities pool constituent

Model-Generated Definition:

A kind of pool constituent that can be recognized when an occurrence meets the following condition:

Definition: a tradable security that is a constituent of a securities pool

securities quantity

Model-Generated Definition:

A kind of numeric amount. A valid occurrence satisfies the following necessary condition:

  • is quantity of at least one occurrence of security.

Definition:

securities regulation

Model-Generated Definition:

A kind of regulation. A valid occurrence may have the following properties:

Definition: a regulation codified in law specific to securities and investments

securities restriction

Model-Generated Definition:

A kind of legal construct. A valid occurrence may have the following properties:

Definition: a legal restriction that is applicable to a financial instrument or security listing as mandated in a law or by contract

securities trading

Model-Generated Definition:

Definition:

securities transaction

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary condition:

Definition: a transaction event that represents the execution of an order to buy or sell a security

securities transaction contract

Model-Generated Definition:

A kind of economic contract. A valid occurrence satisfies the following necessary condition:

Definition: The contract (written or implied) which governs the transaction of securities in the secondary Market.

securities transaction counterparty

Model-Generated Definition:

Definition:

securities transaction option

Model-Generated Definition:

A kind of contractual option. A valid occurrence satisfies the following necessary conditions:

Definition: The option itself, that is the right but not the obligation to proceed with a transaction at some time in the future under terms defined in the option contract. This option is held and exercised by the party to the contract which is defined as the option holder or option buyer.

securities transaction principal

Model-Generated Definition:

Definition:

securitized debt interest

Model-Generated Definition:

A kind of interest.

Definition: Interest on Debt which is the subject of a Financial Security.

securitized debt pool

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A pool of debt, such as a pool of loans or mortgages.

securitized mortgage pool

Model-Generated Definition:

Definition: A mortgage pool which is securitized as part of the issue of some mortgage backed security.

security

Model-Generated Definition:

A kind of financial instrument and transferable contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a transferable financial instrument that can be bought or sold

security agreement

Model-Generated Definition:

An occurrence can be recognized when it meets one of the following conditions:

  • at least one occurrence of any type.
  • has at least one occurrence of any type.

A valid occurrence satisfies the following necessary conditions:

Definition: Agreement between two trading parties that contains information about their relative duties and rights regarding the disposition of a specified asset that has been used as collateral. Adapted from ISO 20022.

security cash equivalent delivery

Model-Generated Definition:

A kind of security forward delivery. A valid occurrence may have the following properties:

Definition:

security cashflow status

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

  • accelerated principal payments expected any number of occurrences of True Or False.
  • principal payments expected any number of occurrences of True Or False.
  • interest payments expected any number of occurrences of True Or False.

Definition: The status of the cashflow due to the holder from the security.

security classification

Model-Generated Definition:

Definition: The classification of the type of security, e.g. Equity, Debt, Short Term Note etc.

security classification scheme

Model-Generated Definition:

A kind of financial instrument classification scheme. A valid occurrence may have the following properties:

Definition: The Scheme defining the classification of a security i..e what type of security it is (for example the ISO 10962 CFI lassification Scheme). This may be referred to by means of a URI or some other means depending on the convention adopted on implementation.

security contract terms

Model-Generated Definition:

Definition: Contractual terms of a negotiable financial security

security contractual restriction

Model-Generated Definition:

Definition: Contractual terms setting out restrictions on either the holder or the issuer of the security.

security credit status

Model-Generated Definition:

A kind of status. A valid occurrence satisfies the following necessary conditions:

  • is status of at least one occurrence of security.
  • in respect of at least one occurrence of credit side.

Definition:

security delivery type (please review)

Model-Generated Definition:

A kind of delivery method.

Definition: Type of delivery as used in settlement terms for a financial security.

security forward delivery

Model-Generated Definition:

A kind of forward delivery terms set. A valid occurrence may have the following properties:

Definition: Forward delivery of an Asset (Equity or Debt) either in the form of the asset itself (the observable) or the cash equivalent.

security holder

Model-Generated Definition:

A kind of transferable contract holder. A valid occurrence satisfies the following necessary condition:

Definition: a party that holds a transferable contract (security), and has the rights defined in that contract

security holding

Model-Generated Definition:

A kind of portfolio holding. A valid occurrence may have the following properties:

Definition: a (tradable) security held in a portfolio

security identification scheme

Model-Generated Definition:

A kind of financial instrument identification scheme. A valid occurrence may have the following properties:

Definition: a formal definition of the structure and application of a particular set of securities identifiers

security identifier

Model-Generated Definition:

A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:

Definition: any publicly available identifier that is used to identify a security

security interest dated facts (please review)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

security lifecycle status

Model-Generated Definition:

A kind of status. A valid occurrence may have the following properties:

Definition: The status of a security within its lifecycle.

security listing

Model-Generated Definition:

A kind of capability, financial service, marketplace service, and registration service. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a capability for listing a security provided by a securities trading facility

security market price

Model-Generated Definition:

Definition:

security note (please review)

Model-Generated Definition:

Definition: An individually denominated note within a security or tranche of a security, where this is issued in notes of different denominations.

security payment status

Model-Generated Definition:

A kind of status.

Definition: The Payment Status of a Unit or other Security.

security price

Model-Generated Definition:

A kind of price.

Definition:

security registration requirement

Model-Generated Definition:

A kind of investment regulatory requirement and registration requirement. A valid occurrence satisfies the following necessary condition:

  • applies to at least one occurrence of security.

A valid occurrence may also have the following properties:

Definition: A Requirement for Registraton of a Security within some Country, Jurisdiction or Federal Province.

security settlement convention

Model-Generated Definition:

A kind of settlement convention. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • allows contractual settlement (please review) any number of occurrences of True Or False.
  • preferred settlement currency (please review) any number of occurrences of currency.

Definition: Default Terms for the settlement of a Security.

security structured name

Model-Generated Definition:

A kind of structured name. A valid occurrence may have the following properties:

  • full name (please review) any number of occurrences of Text.
  • short name (please review) any number of occurrences of Text.

Definition: The formal, structured name of a Security.

security tax treatment (please review)

Model-Generated Definition:

A kind of financial instrument tax treatment (please review). A valid occurrence may have the following properties:

  • security tax code (please review) any number of occurrences of Text.
  • franked rate (please review) any number of occurrences of Percentage.

Definition: Amount of money due to the government or tax authority, according to various pre-defined parameters such as thresholds or income.

security trading status

Model-Generated Definition:

A kind of status.

Definition: The status of the security in terms of whether it is trading or not, and any special considerations relating to trading.

security underwriter

Model-Generated Definition:

A kind of contract third party, third-party agent, and underwriter. A valid occurrence satisfies the following necessary condition:

Definition: an organization(s) responsible for raising the capital necessary for the issuance of securities on behalf of corporations and governments issuing the securities (both equity and debt)

self governing territory

Model-Generated Definition:

Definition:

self-regulating organization

Model-Generated Definition:

A kind of regulatory agency. A valid occurrence satisfies the following necessary condition:

Definition: a non-governmental organization that has the power to create and exercise some degree of regulatory authority over an industry or profession in some country or group of countries

seller

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • sells at least one occurrence of product.

A valid occurrence may also have the following properties:

  • sells to any number of occurrences of buyer.

Definition: a party that makes, offers or contracts to make a sale to an actual or potential buyer

semi annual reporting policy

Model-Generated Definition:

Definition: Reports are presented twice a year.

senior

Model-Generated Definition:

A kind of Seniority.

Definition:

senior c d o tranche

Model-Generated Definition:

A kind of c d o note. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • seniority any number of values of any type.

Definition: The most senior tranche of the CDO issue. Typically rated A to AAA. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches.

senior equity

Model-Generated Definition:

A kind of shareholder equity. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • senior equity priority any number of occurrences of senior.

Definition: The most senior class of equity issued in the company. Holders of this class of equity will receive first call on the assets of the company in the event of it being wound up.

senior equity priority terms set

Model-Generated Definition:

Definition: The precise terms which define the seniority of this class of Equity. These terms set out that the holder has the first call among equity holders, on the assets of the issuing entity in the event of it being wound up, ahead of the holders of other classes of equity.

senior m b s tranche

Model-Generated Definition:

A kind of tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

Seniority

Model-Generated Definition:

Definition: The seniority of a tranche of equity or debt. The precise implications of the different levels of seniority are defined for the instrument class in question.

serial number call

Model-Generated Definition:

Definition:

service (from package /Informative/Foundations/Business/Services/service)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • entails provision of any number of occurrences of facility.

Definition:

service (from package /Release/Foundations/Products And Services/ProductsAndServices/service)

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a type of economic activity that is intangible, is not stored and does not result in ownership; a service is consumed at the point of sale

service agreement

Model-Generated Definition:

A kind of mutual contractual agreement and written contract. A valid occurrence satisfies the following necessary conditions:

Definition: a written contract between a client and service provider whereby the service provider supplies some service in the form of time, effort, and/or expertise in exchange for compensation

service provider (from package /Release/Foundations/Products And Services/ProductsAndServices/service provider)

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • provides at least one occurrence of service.

A valid occurrence may also have the following properties:

  • provisions any number of occurrences of any type.

Definition: a party that provides and typically provisions professional services, such as consulting, financial, legal, real estate, education, communications, storage, or processing services, to other parties, typically defined in a service agreement

service provider (from package /Informative/Foundations/Business/Services/service provider)

Model-Generated Definition:

A kind of business agent. A valid occurrence satisfies the following necessary condition:

  • provides at least one occurrence of service.

Definition: A provider of some business service.

service provision

Model-Generated Definition:

A kind of business agent context. A valid occurrence satisfies the following necessary condition:

Definition:

set of equity index constituents

Model-Generated Definition:

A kind of basket of securities. A valid occurrence satisfies the following necessary conditions:

Definition: A defined set of the constituents of some named index.

set of equity index constituents observable

Model-Generated Definition:

A kind of equity observable.

Definition: An observable (underlying) which is made up of a set of constituents of an index.

settlement convention

Model-Generated Definition:

A kind of convention. A valid occurrence may have the following properties:

  • settlement business days (please review) any number of occurrences of Whole Number.

Definition: A convention for settlement of a trade or transaction.

settlement date rule (from package /Release/Securities/Securities/ISDASchedules/settlement date rule)

Model-Generated Definition:

Definition: a rule for determining dates by reference to some calendar or specification of settlement dates

settlement date rule (from package /Release/Securities/Securities/ParametricSchedules/settlement date rule)

Model-Generated Definition:

Definition: a rule for determining dates by reference to some calendar or specification of settlement dates

settlement date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/settlement date rule)

Model-Generated Definition:

Definition: a rule for determining dates by reference to some calendar or specification of settlement dates

settlement entity

Model-Generated Definition:

A kind of process role business entity. A valid occurrence satisfies the following necessary condition:

  • defined in context of at least one occurrence of settlement.

Definition: A entity as seen for transaction settlement purposes.

settlement process

Model-Generated Definition:

Definition:

settlement terms

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • has settlement date any number of occurrences of date.

Definition: contract terms that define the commitment to and mechanism for settling one or more sides of a transaction

SFE settlement date rule (from package /Release/Securities/Securities/ISDASchedules/SFE settlement date rule)

Model-Generated Definition:

Definition: Sydney Futures Exchanges 90 day Bank Accepted Bills Futures settlement dates, the second Friday of the (delivery) month

SFE settlement date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/SFE settlement date rule)

Model-Generated Definition:

Definition: Sydney Futures Exchanges 90 day Bank Accepted Bills Futures settlement dates, the second Friday of the (delivery) month

share

Model-Generated Definition:

A kind of transferable contract. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A security that signifies ownership in a corporation and represents a claim on part of the corporation's assets and earnings. What a share confers: 1. Voting rights 2. Entitlement to Income 3. Entitlements to Assets

share coupon schedule

Model-Generated Definition:

Definition:

share coupon schedule specification

Model-Generated Definition:

A kind of coupon schedule specification. A valid occurrence satisfies the following necessary condition:

Definition: Schedule of dates on which a Share Coupon Payment is to take place.

share option entitlement

Model-Generated Definition:

A kind of equity option entitlement. A valid occurrence may have the following properties:

  • number of shares any number of occurrences of Number.

Definition: The entitlements to the holder of a single share option, comprised in an option contract or transaction supplement.

share option o t c contract

Model-Generated Definition:

A kind of equity option o t c contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • extraordinary events treatment any number of values of any type.
  • shares per option any number of occurrences of Whole Number.

Definition: An option in which the underlyer is a single publicly issued and traded share.

share option strike terms set

Model-Generated Definition:

A kind of equity option exercise terms set. A valid occurrence satisfies the following necessary condition:

Definition: The strike price is the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value. FpML equityStrike (complex type): A type for defining the strike price for an equity option. The strike price is either: (i) in respect of an index option transaction, the level of the relevant index specified or otherwise determined in the transaction; or (ii) in respect of a share option transaction, the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value.

share price

Model-Generated Definition:

A kind of exchange traded security price. A valid occurrence may have the following properties:

Definition: The amount of money that is paid or could be paid for a share.

share price spread

Model-Generated Definition:

A kind of price analytic and price spread. A valid occurrence may have the following properties:

Definition: Bid offer spread applies to any traded instrument.

shareholder

Model-Generated Definition:

A kind of constitutional owner and transferable contract holder. A valid occurrence satisfies the following necessary conditions:

Definition: An individual, group, or organization that owns one or more shares in a company, and in whose name the share certificate is issued. It is legal for a company to have only one shareholder. Also called (in the US) stockholder.

shareholder equity

Model-Generated Definition:

A kind of issued equity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • priority any number of occurrences of Seniority.

Definition: The equity in the company in the form of shares.

shareholder precedence right

Model-Generated Definition:

A kind of precedence right. A valid occurrence satisfies the following necessary condition:

Definition: The rights of shareholderes in respect of the assets of the limited company in which they hold those shares, in the event of that company being wound up.

shareholder precedence rights facet

Model-Generated Definition:

Definition: Facet based on the class or seniority of the equity represented by the shares i.e. ordinary, preference and so on.

ShareholderPrecedenceRightsFacet.1

Model-Generated Definition:

Definition:

shareholding

Model-Generated Definition:

A kind of financial asset. A valid occurrence may have the following properties:

  • is equity held by any number of occurrences of shareholder.

Definition: Legal power of stockholders (shareholders) varies in proportion to their shareholdings. Typically, ten percent and below stockholding provides no protection. Fifteen percent stockholding may give the power to petition courts against changing the shares class rights. Up to 49.9 percent stockholding normally gives power to demand calling of an extraordinary general meeting. Fifty percent and over stockholding gives power to fire a director and force out minority stockholders by acquiring their shares as per the rules of the firm. Holder of 75 percent of the stock has the power to change the articles and memorandum of association and the firms name, reduce the share capital, allow the firm to buy its own shares from other stockholders, and to shut down the business. One hundred percent stockholding of course gives total power under the corporate legislation.

sharia law jurisdiction

Model-Generated Definition:

A kind of religious law jurisdiction. A valid occurrence satisfies the following necessary condition:

Definition: A Jurisdiction in which a Shari'a system of law is in force.

sharia law system

Model-Generated Definition:

Definition: A system of Shari'a Law.

short term credit rating

Model-Generated Definition:

Definition: A short term rating is a probability factor of an individual going into default within a year. This is in contrast to long-term rating which is evaluated over a long timeframe.

short term debt

Model-Generated Definition:

A kind of debt.

Definition:

sigma value of holdings

Model-Generated Definition:

Definition:

signatory

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary conditions:

Definition: Some agent who has the capacity to sign contracts on the part of some legal person

signatory capacity

Model-Generated Definition:

A kind of legal capacity.

Definition: the capacity of some natural person to sign agreements on the part of some organization or legal person

significant controlling interest party

Model-Generated Definition:

Definition: A person which owns a significant voting stake in this entity of between some lower significant threshold and 50 percent, but not 50 percent or more.

significant shareholding company

Model-Generated Definition:

Definition: a company that owns a significant voting stake in another company

simple guaranty

Model-Generated Definition:

A kind of guaranty.

Definition: No definition

simple return stream

Model-Generated Definition:

A kind of asset return stream.

Definition: A leg defining the returns on an underlying instrument, namely the interest payments on a debt instrument or the dividends on an equity.

simple yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

Definition: The annual rate of return expressed as a percentage. This is the return divided by the outlay and multiplied by 100 to express the figure as a percentage.

single coupon type

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

Definition: A set of coupon terms which remain the same through the life of the Bond. This is the default and is the case when there is not a Step Coupon or Conditional Coupon.

single settlement swap

Model-Generated Definition:

A valid occurrence may have the following properties:

  • has strike leg any number of occurrences of any type.

Definition: A Swap Transaction which relates to some statistical measure of performance of the underlying.

single share observable

Model-Generated Definition:

A kind of equity observable.

Definition:

single stock option

Model-Generated Definition:

A kind of equity option.

Definition: Option instrument based on a single equity security (share) underlying.

single voting share

Model-Generated Definition:

A kind of voting share. A valid occurrence may have the following properties:

  • confers exactly one voting right any number of occurrences of voting right.

Definition:

SingleCurrencyInterestRateSwap

Model-Generated Definition:

A kind of interest rate swap. A valid occurrence satisfies the following necessary condition:

  • specifies exactly one occurrence of currency.

Definition:

site

Model-Generated Definition:

A kind of thing in role. A valid occurrence satisfies the following necessary conditions:

Definition: A site is a place, setting, or context in which something is situated.

skosbroaderTransitive_some_fibo-ln-ln-upEthnicity

Model-Generated Definition:

A kind of Ethnicity that can be recognized when an occurrence meets the following condition:

  • has broader transitive at least one occurrence of Ethnicity.

Definition:

skosbroaderTransitive_some_fibo-ln-ln-upRace

Model-Generated Definition:

A kind of Race that can be recognized when an occurrence meets the following condition:

  • has broader transitive at least one occurrence of Race.

Definition:

social construct

Model-Generated Definition:

Definition: Something which has its existence as a result of social interactions between and among people.

soft credit event

Model-Generated Definition:

Definition: Soft default. This is defined by the event being repairable.

software

Model-Generated Definition:

Definition: a computer program designed to perform a group of coordinated functions, tasks, or activities for the benefit of the user

software agent

Model-Generated Definition:

A kind of robot.

Definition: Some self-actualizing routine or set of routine which does not have physical extent.

software license

Model-Generated Definition:

A kind of license.

Definition:

sole controlling party

Model-Generated Definition:

Definition: an individual entity that directs the affairs of some formal business organization

sole proprietor

Model-Generated Definition:

A kind of owner. A valid occurrence satisfies the following necessary conditions:

Definition: a party that owns a business, has the rights to all profits from that business and is considered a single entity (unincorporated) together with that business for tax and liability purposes

sole proprietorship

Model-Generated Definition:

A kind of business entity and formal organization. A valid occurrence satisfies the following necessary conditions:

Definition:

  • an unincorporated business owned by a single person
  • a business structure in which an individual and his/her company are considered a single entity for tax and liability purposes

sovereign

Model-Generated Definition:

Equivalent to sovereign state.

A kind of polity. A valid occurrence satisfies the following necessary conditions:

Definition:

  • the legal person corresponding to a state or country
  • a nonphysical juridical entity that is represented by one centralized government that has sovereignty over a geographic area

sovereign bond

Model-Generated Definition:

Definition:

sovereign debt instrument

Model-Generated Definition:

A kind of government issued debt security. A valid occurrence satisfies the following necessary condition:

Definition:

sovereign debt issuer

Model-Generated Definition:

A kind of government debt issuer. A valid occurrence satisfies the following necessary conditions:

Definition: A national Government, acting in the capacity of an Issuer.

sovereign state

See sovereign.

sovereign wealth fund

Model-Generated Definition:

Definition: Government investment fund funded by foreign currency reserves. Review: Also include things like International Monetary Fund. Are these a Legal Entity? See also Funds model. Move the question about Sovereign Wealth Funds to the Funds model. Looking at definitions (e.g. Wikipedia) it's a state owned investment fund. The legal entity owner is a government (or in fact a State, which is governed by a Government).

spanish yield calculation method

Model-Generated Definition:

Definition: The method used in determining annual yield in Spanish corporate bonds.

special assessment bond

Model-Generated Definition:

A kind of municipal bond.

Definition: An obligation payable from revenues of a special assessment. A special assessment is a charge imposed against a property in a particular locality because that property receives a special benefit by virtue of some public improvement, separate and apart from the general benefit accruing to the public at large. Special assessments may be apportioned according to the value of the benefit received, rather than merely the cost of the improvement.

special call

Model-Generated Definition:

A kind of entire call.

Definition:

special dividend leg term

Model-Generated Definition:

Definition: Special dividends and memorial dividends which are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no term) and "if present" (this term, which is the presence of the thing) are two separate meanings. FpML implies the truth of the Yes/No fact by the presence or absence of this term. However, although FpML definition says "if present and true", the term is just a "boolean" ie a YTes/no applicability term. Not sure where the special dividends themselves are defined.

special obligation bond

Model-Generated Definition:

A kind of municipal bond.

Definition: A bond secured by a limited revenue source or promise to pay.

special purpose vehicle

Model-Generated Definition:

A kind of functional business entity. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • intended liquidation date any number of occurrences of date.

Definition: A Special Purpose Vehicle (SPV) set up specifically to issue a security or securities. It is set up by a company or a group of companies for some purpose such as to create instruments that are off the company's balance sheet or to issue Participation Notes for investors in another jurisdiction. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded. Further notes: Special Purpose Vehicles are also referred to as bankruptcy remote entities, as they isolate financial risk. For Participation Notes: slightly different purpose but the same kind of vehicle. The only investment made by the SPV is that they buy in the stock. These are the same kind of entity in all of the contexts in which they exist.

special tax bond

Model-Generated Definition:

A kind of municipal bond.

Definition: A bond secured by revenues derived from one or more designated taxes other than ad valorem taxes. For example, bonds for a particular purpose might be supported by sales, cigarette, fuel or business license taxes.

specialist mortgage issuer

Model-Generated Definition:

Definition: A business organization that specialises in and exists for the issuance of mortgages to the general public.

Specification

Model-Generated Definition:

Definition: A body of information specifying what properties, structure and/or results something should or must have after it has been built, fulfilled or completed. The thing may be physical (a building), organizational (a management structure), computational (a program), job or task related (e.g., a CEO, Chief Judge) or changing oil in a car. It may be a set of characteristics saying what something must be, or a set of instructions saying how to do something.

specified date (from package /Release/Foundations/Dates And Times/FinancialDates/specified date)

Model-Generated Definition:

A kind of calculated date. A valid occurrence may have the following properties:

  • has date specification any number of values of string.

Definition: a calculated date that is defined by a rule, which is captured as a string by the 'hasDateSpecification' property

specified date (from package /Informative/Foundations/Time/Time/specified date)

Model-Generated Definition:

Definition: A date which is unknown in terms of not having a specific calendar date attached to it, but known in the sense of being specified unambiguously by some specification.

specified temporal entity

Model-Generated Definition:

A kind of specified temporal thing and temporal entity. A valid occurrence satisfies the following necessary condition:

Definition:

specified temporal thing

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

Definition:

spot cash settlement terms

Model-Generated Definition:

A kind of settlement terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • payment type any number of values of string.
  • settlement information any number of occurrences of Text.
  • settlement amount any number of occurrences of monetary amount.
  • settlement date any number of occurrences of date.

Definition:

spot contract

Model-Generated Definition:

A kind of economic contract. A valid occurrence may have the following properties:

Definition: A contract relating to a transaction which is for immediate settlement. Further notes: A spot transaction simply means a transaction in which some goods or currency are exchanged for some other goods or currency, with no future delivery provision. A Spot contract is the usually unwritten contract which by definition underlies that kind of transaction. Spot means for immediate settlement. Immediate here means the minimum number of days that are possible. This includes general retail transactions as well as the specialixed types of spot transactiojn foud in the financial services and treasury trading contexts, such as Fx Spots (a sub type of this) and commodity spot transactions. However the settlement date is still some time in the future. Also given different time zones, the settlement would be at some time in the future anyway Formerly a financial e.g. currency Spot would have been 2 (working) days settlement for example. Canadian v USD would be 1 day. Follows a settlement convention from the relevant market. Action: Add reference to Settlement Convention for the given market.

spot delivery

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Delivery of some agreed item in the present or at some agreed but imediate settlement date.

spot payer

Model-Generated Definition:

Definition:

spot receiver

Model-Generated Definition:

Definition:

spot settlement commitment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A commitment for settlement at the earliest possible trading date, in accordance with the applicable settlement convention.

spot transaction

Model-Generated Definition:

A kind of contractual transaction. A valid occurrence satisfies the following necessary conditions:

Definition:

spread

Model-Generated Definition:

A kind of difference and timed parameter. A valid occurrence satisfies the following necessary condition:

  • takes values over time at least one occurrence of timed value.

Definition: The difference between two parameters that may vary over time, such as prices or rates.

spread curve

Model-Generated Definition:

A kind of mathematical curve.

Definition:

stable outlook

Model-Generated Definition:

Definition:

stake

Model-Generated Definition:

Definition: The holding of some portion of some venture or something of value, by some party. The stake may be represented by some form of formal document such as a share or some debt unit.

stake in fund

Model-Generated Definition:

A kind of stake. A valid occurrence satisfies the following necessary conditions:

  • identified as at least one occurrence of fund unit.
  • defines relationship with at least one occurrence of fund legal form.
  • gives ownership of at least one occurrence of fund.

Definition: The holding of some portion in a fund, by some party. This stake will generally tak ethe form of some sort of unit in that fund.

standard deviation

Model-Generated Definition:

Definition: the square root of variance, standard deviation, measures the spread or dispersion around the mean of a data set

standardized commodity future terms set

Model-Generated Definition:

A kind of standardized futures terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • lot size any number of occurrences of Number.
  • unit of measure any number of occurrences of Text.

Definition: Standard terms for a commodity futures contract, determined in advance by the exchange. These will become terms of an individual futures contract.

standardized currency option terms set

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Standard terms for a currency optioon contract, determined in advance by the exchange. These will become terms of an individual currency option contract. These may be varied or overridden for individual contracts.

standardized equity option terms set

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Standard terms for an equity option contract, determined in advance by the exchange. These will become terms of an individual equity option contract. These may be varied or overridden for individual contracts.

standardized exercise terms set

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary conditions:

Definition: Standard exercise terms for an option contract, determined in advance by the exchange. These will become exercise terms of an individual option contract. These may be varied or overridden for individual contracts.

standardized futures listing terms set

Model-Generated Definition:

A kind of published information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • margin call applicable any number of occurrences of True Or False.

Definition: Standard terms set out by the exchange which will apply to any listing of a futures contract on this exchange.

standardized futures option terms set

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Standard terms for a futures options contract, determined in advance by the exchange. These will become terms of an individual futures option contract. These may be varied or overridden for individual contracts.

standardized futures terms

Model-Generated Definition:

A kind of standardized terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A set of standard terms for futures contracts, as set out by the derivatives exchange. Futures contracts issued by and traded on that exchange will take on these terms or override them.

standardized index option terms set

Model-Generated Definition:

A kind of standardized options terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • index multiplier any number of occurrences of Number.

Definition: Standard terms for an index option contract, determined in advance by the exchange. These will become terms of an individual index option contract. These may be varied or overridden for individual contracts.

standardized options terms

Model-Generated Definition:

A kind of standardized terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A standardized set of terms for an options contract. These are defined by a securities exchange or an options clearing entity. Options contracts issued by the exchange may embody these terms or have equivalent terms which override these.

standardized terms

Model-Generated Definition:

Definition: A set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement. The things that are standardized: The strike price Contract size Expiry Date These three are standardized regardless of what exfchange they are on. Each exchange has a standard for these specific terms, for contracts that are traded on that exchange. Expiry: there is a standard date that the exchange will have, for example in the US it is the saturday following the third friday of every month. So there is a set expiration date for all exchange traded optons Strike: there are set increments for strike for exchange traded options. Contract sizes are also stipulated, for example in the US these are standardized by the OPRA Convention (Options Pricing Reporting Authority). Ajay: Exchange traded is tri party contract with central counterparty for the setelemtn fo the options. Market place (usually electronic), hence standard to process data. Not necessarily a legal difference? So for instance you would not be able to trade different lot sizes. So they enter in the contract which is guaranteed by the exchange. Members of the exchange trade with each other. The Exchange then being a third party. OTC: Bilateral Exchange traded: Still bilateral, using standardized terms. Lookalikes: for examples, where there are usually ones with monthly margin calls (exchange traded), there are "lookalike" ones which look like an ET but are traded outside the market. Common in commodities market. What else can be standardised? What must be standardidsed? Date Convention: Standardized by juridction US: All single-Equity Options are American; all European exercise for Indices. This is not a convention for say London, where various conventions may exist on different contracts.

standardized terms set

Model-Generated Definition:

Definition: a set of standardized terms, published by some body, and capable of being incorporated into a contract by agreement

standards body

Model-Generated Definition:

Definition: An organization dedicated exclusively to the propagation of standards.

standards setter

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • body acronym any number of occurrences of Text.

Definition: An agent which acts to set standards such as message standards, programming standards and so on. This may in principal be any kind of business entity.

state guarantor

Model-Generated Definition:

A kind of guarantor. A valid occurrence satisfies the following necessary condition:

Definition: A State, acting as Party to some participatory context such as issuance, guaranty provision.

state-chartered bank

Model-Generated Definition:

A kind of commercial bank and U.S. bank.

Definition: a commercial bank whose charter is approved by a state banking department

static c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition: A CDO where collateral is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.

static c d o portfolio

Model-Generated Definition:

A kind of c d o portfolio.

Definition: A portfolio where collateral of the CDO is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.

static management style

Model-Generated Definition:

Definition:

statistical area

Model-Generated Definition:

A kind of physical location. A valid occurrence satisfies the following necessary conditions:

Definition: a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data

statistical area identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier for a physical location that is defined per a nationally consistent program for designating geographic regions for the purposes of tabulating and presenting statistical data

statistical information publisher

Model-Generated Definition:

A kind of publisher. A valid occurrence satisfies the following necessary condition:

Definition: a publisher that publishes statistical information

statistical measure

Model-Generated Definition:

A kind of measure. A valid occurrence may have the following properties:

  • has applicable period start any number of values of dateTime.
  • has applicable period end any number of values of dateTime.
  • for calendar year any number of occurrences of explicit date period.
  • has applicable date period any number of occurrences of date period.

Definition: A summary (means, mode, total, index, etc.) of the individual quantitative variable values for the statistical units in a specific group (study domains).

statistical population

Model-Generated Definition:

A kind of finite population and statistical universe. A valid occurrence may have the following properties:

Definition: a statistical universe filtered by time and region

statistical program

Model-Generated Definition:

A kind of publication. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a publication program that presents a detailed investigation and analysis of a subject or situation involving one or more studies or surveys

statistical swap contract

Model-Generated Definition:

A kind of swap.

Definition:

statistical universe

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary condition:

Definition: a collection representing the total membership, or 'universe', of people, resources, products, services, events, or entities of interest for some question, experiment, survey or statistical program

status

Model-Generated Definition:

A kind of time sensitive information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • status has tense any number of occurrences of Tense.

Definition:

status code value

Model-Generated Definition:

Definition: The value of the status of something that is set in terms of a list of selectable values taken from a list, which may take different values from that list at different times.

statute law

Model-Generated Definition:

A kind of law. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: written law (as opposed to oral or customary law) set down by a legislature or by a legislator (in the case of an absolute monarchy)

statutory authority

Model-Generated Definition:

A kind of formally constituted organization. A valid occurrence satisfies the following necessary condition:

  • incorporated under at least one occurrence of statute law.

Definition: Some organization which is an authority created and mandated in statute law for some purpose e.g. reporting.

statutory body

Model-Generated Definition:

A kind of juridical person.

Definition: a body set up by a government to consider evidence and make judgements in some field of activity

statutory law

Model-Generated Definition:

A kind of body of law.

Definition: Written law set down by a legislature or by a legislator.

statutory regulator

Model-Generated Definition:

Definition: Some regulatory body set up under some law, for the purposes of statutory regulation and reporting.

statutory reporting entity

Model-Generated Definition:

A kind of reporting entity.

Definition: An entity which is obliged to report for statutory purposes.

statutory reporting obligation

Model-Generated Definition:

A kind of reporting obligation and statutory responsibility. A valid occurrence satisfies the following necessary condition:

Definition: Some reporting obligation set out in some statute.

statutory responsibility

Model-Generated Definition:

A kind of duty. A valid occurrence satisfies the following necessary condition:

  • is mandated by at least one occurrence of statute law.

Definition: an obligation which is defined under some body of law (statute)

step date

Model-Generated Definition:

Definition: The date from which the next set of coupon terms specified in the Step Schedule takes effect.

step event

Model-Generated Definition:

A kind of explicitly scheduled event. A valid occurrence satisfies the following necessary conditions:

Definition: The event whereby a set of fixed coupon terms comes into force as specified in the Step Schedule.

step schedule

Model-Generated Definition:

A kind of schedule.

Definition:

step schedule listing

Model-Generated Definition:

A kind of ad hoc schedule and step schedule. A valid occurrence satisfies the following necessary condition:

  • lists scheduled event at least one occurrence of step event.

Definition: A schedule of dates and interest rates which take effect on those dates. At present these are assumed to always be ficxed interest rates, and are modeled as such.

step up bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition:

stepped coupon type

Model-Generated Definition:

A kind of bond coupon structure type. A valid occurrence satisfies the following necessary condition:

Definition:

stock amount

Model-Generated Definition:

A kind of material amount.

Definition:

stock balance

Model-Generated Definition:

A kind of physical asset. A valid occurrence satisfies the following necessary conditions:

Definition: Balance of stock in trade.

stock corporation

Model-Generated Definition:

A kind of corporation. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a corporation that has shareholders (stockholders), each of whom receives a portion of the ownership of the corporation through shares of stock

stock in trade

Model-Generated Definition:

A kind of asset.

Definition:

stock option exercise terms set

Model-Generated Definition:

A kind of option instrument exercise terms. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • strike price any number of occurrences of price.

Definition: Contractual terms defining when or under what circumstances a single stock options instrument may be exercised.

stock volatillity

Model-Generated Definition:

A kind of volatility.

Definition: A measure of stock price fluctuation. Mathematically the volatility is the annualized standard deviation of a stock's daily price changes.

stockholders rights instrument

Model-Generated Definition:

A kind of entitlement rights instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • oversubscribe option any number of occurrences of True Or False.

Definition: A security giving stockholders entitlement to purchase new securities issued by the corporation at a predetermined price (normally less than the current market price) in proportion to the number of securities already owned.

stockholders rights instrument holder

Model-Generated Definition:

A kind of security holder. A valid occurrence may have the following properties:

Definition: A party which is the holder of a Stockholders Rights instrument.

stockholders rights instrument issuer

Model-Generated Definition:

A kind of security issuer.

Definition: The party which is the issuer of a Stockholders Rights instrument.

stockholders' equity

Model-Generated Definition:

A kind of equity.

Definition: equity held in a concern by stockholders

Stockholm interbank offered rate

Model-Generated Definition:

A kind of interbank offered rate. A valid occurrence satisfies the following necessary condition:

Definition: a daily interbank offered rate based on the interest rates at which banks offer to lend unsecured funds to other banks in the Swedish wholesale money market (or interbank market), without collateral, at different maturities; STIBOR is the average (with the exception of the highest and lowest quotes) of the interest rates listed at 11 a.m.

strategy

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • has objective at least one occurrence of goal.

A valid occurrence may also have the following properties:

  • involves any number of occurrences of any type.

Definition: A plan, method, or series of maneuvers or stratagems for obtaining a specific goal or result.

street

Model-Generated Definition:

A kind of geophysical location. A valid occurrence satisfies the following necessary conditions:

Definition: Some traversable strip of land or water containing along it some buildings or land.

street address text

Model-Generated Definition:

A kind of postal address element. A valid occurrence satisfies the following necessary condition:

  • identifies building at least one occurrence of building.

A valid occurrence may also have the following properties:

  • street address any number of occurrences of Text.

Definition:

strike formula

Model-Generated Definition:

A kind of cashflow formula.

Definition:

strike price specification

Model-Generated Definition:

A kind of price specification.

Definition: The strike price for the option is the agreed price for the transaction if this takes place. Applies to all options types. Action: Make sure that's there for all Options types.

structured collection (from package /Release/Indices And Indicators/Indicators/Indicators/structured collection)

Model-Generated Definition:

A kind of collection.

Definition: a collection that has a clearly defined structure or organization

structured collection (from package /Release/Foundations/Arrangements/Arrangements/structured collection)

Model-Generated Definition:

A kind of collection.

Definition: a collection that has a clearly defined structure or organization

structured finance instrument

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

  • may be at least one occurrence of amortizing bond.
  • has underlying at least one occurrence of asset.

A valid occurrence may also have the following properties:

  • has tranche type any number of occurrences of tranche type.

Definition: A security that has periodic principal payments with the amount of principal that is paid being dictated by a published factor.

structured finance instrument pool

Model-Generated Definition:

Definition: A pool investment consisting of a collection of structured finance instruments.

structured name

Model-Generated Definition:

A kind of name.

Definition: A name with additional details besides simply being a string of text. This may include multilingual support or structuring of name content (as seen for example in financial securities names).

stub length

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence may have the following properties:

Definition: The length of the Stub Period as a temporal duration (a number of days).

student borrower (please review)

Model-Generated Definition:

Definition:

student loan

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A loan provided for the purposes of education.

student loan active status (please review)

Model-Generated Definition:

A kind of active loan status. A valid occurrence may have the following properties:

Definition: The status of the Student Loan at a given point in time, during the phase where it is active (the disbursement phase).

student loan active status selection

Model-Generated Definition:

Definition:

student loan contract (please review)

Model-Generated Definition:

A kind of loan contract. A valid occurrence satisfies the following necessary condition:

  • sets out terms for (please review) at least one occurrence of student loan.

Definition: The contract for a Student Loan.

student loan purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

sub fund

Model-Generated Definition:

A kind of fund. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A set of share classes is a compartment of an umbrella fund. In this case, subfund is a synonym of investment fund and therefore has the same attributes as investment fund.

sub fund manager

Model-Generated Definition:

A kind of fund manager.

Definition: A sub fund manager is ...

subfund supervisory authority

Model-Generated Definition:

Definition: The legal entity which supervises the fund or fund industry(for a subfund located in a different country)

subordinated c d o equity

Model-Generated Definition:

A kind of security. A valid occurrence may have the following properties:

  • seniority any number of values of any type.
  • confers ownership of any number of occurrences of any type.

Definition: The subordinated (also known as equity) CDO tranche is the most junior tranche in the CDO issue. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior and mezzanine tranches take precedence over those to subordinated/equity tranches.

subordinated m b s tranche

Model-Generated Definition:

Definition: Specific kinds of tranche are modeled for example and investigation only and have been removed from the diagrams. These will be removed from the final model.

subordinated voting right

Model-Generated Definition:

A kind of voting right.

Definition: Subordinated Voting. Action: this is a self-referential non definition, from ISO FIBIM.

subscription right

Model-Generated Definition:

A kind of stockholders rights instrument. A valid occurrence satisfies the following necessary condition:

  • gives right to buy at least one occurrence of share.

A valid occurrence may also have the following properties:

  • purchase price any number of occurrences of price.

Definition: Privileges allotted to existing security holders, entitling them to subscribe to new securities at a price normally lower than the prevailing market price.

subscription right holder

Model-Generated Definition:

A kind of stockholders rights instrument holder. A valid occurrence satisfies the following necessary condition:

Definition: The party which is the holder of a subscription right. This is identified as being a party which is also an existing holder of the security identified as the underlying security.

subsidiary

Model-Generated Definition:

A kind of controlled company.

Definition:

suite

Model-Generated Definition:

A kind of building sub unit. A valid occurrence satisfies the following necessary condition:

Definition: A subdivision of a building for which the purposes are not clearly defined or may be variable, generally consisting of a number of contiguous rooms on one or more floors.

super floater tranche

Model-Generated Definition:

A kind of floater tranche.

Definition:

super p o tranche

Model-Generated Definition:

A kind of agency p o tranche.

Definition: Principal Only tranche. This tranche will only pay principal. Not clear how this is distinct from generic PO.

super senior c d o tranche

Model-Generated Definition:

A kind of c d o note. A valid occurrence may have the following properties:

  • seniority any number of values of any type.

Definition: A tranche at the very top of a CDO Issue.

supplier

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

  • supplies at least one occurrence of product.

Definition: a party that supplies goods or services

supply transaction

Model-Generated Definition:

A kind of market transaction. A valid occurrence satisfies the following necessary conditions:

Definition:

supply transaction terms

Model-Generated Definition:

Definition:

support tranche

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: A tranche which provides payment support to a PAC Tranche.

supranational entity

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

  • has shared sovereignty over at least two occurrences of country.
  • is represented by at least one occurrence of government body.

Definition:

  • a type of multinational political union where negotiated power is delegated to an authority by governments of member states
  • a governmental or non-governmental entity that is established by international law or treaty or incorporated at an international level; an international organization, or union, whereby member states transcend national boundaries or interests to share in the decision-making and vote on issues pertaining to the wider grouping

swap

Model-Generated Definition:

A kind of derivative instrument. A valid occurrence satisfies the following necessary conditions:

  • has contractual element at least one occurrence of swap terms set.
  • has contract party exactly two occurrences of swap party.
  • exchanges exactly two occurrences of swap leg.

A valid occurrence may also have the following properties:

Definition: a derivative instrument that facilitiates the exchange financial instruments among the parties; the instruments can be almost anything, but most swaps involve cash flows (streams of payments or other commitments over time) based on a notional principal amount that both parties agree to

swap confirmation

Model-Generated Definition:

A kind of swap lifecycle event, transaction confirmation, and written contract. A valid occurrence satisfies the following necessary condition:

  • has contract party at least one occurrence of swap party.

A valid occurrence may also have the following properties:

Definition: a formal confirmation that codifies the terms and conditions specific to a lifecycle event with respect to the overall transaction between the parties

swap execution facility

Model-Generated Definition:

A kind of exchange.

Definition: an exchange, trading system, or platform that enables many participants to execute or trade swaps

swap leg

Model-Generated Definition:

A kind of cashflow terms and swap terms set. A valid occurrence satisfies the following necessary conditions:

Definition: one leg of a swap transaction, as defined in the swap contract

swap lifecycle event

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary conditions:

Definition: an event that occurs during the lifecycle of a swap, where the overall set of events includes those specific to the issuer, front office, middle office, and/or back office processes

swap lifecycle event identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

Definition: an identifier that uniquely identifies a specific event in the lifecycle of a swap

swap party

Model-Generated Definition:

A kind of derivative contract party and transaction party. A valid occurrence satisfies the following necessary conditions:

Definition: a party to a swap transaction and therefore a legal party to the swap contract that embodies that transaction

swap paying party

Model-Generated Definition:

A kind of debtor, payer, and swap party.

Definition: a swap party responsible for making payments for a given leg of the transaction as defined in the contract

swap receiving party

Model-Generated Definition:

A kind of creditor, payee, and swap party.

Definition: a swap party that receives payments for a given leg of the transaction as defined in the contract

swap stream calculation relative date

Model-Generated Definition:

A kind of relative date. A valid occurrence satisfies the following necessary condition:

Definition:

swap stream event

Model-Generated Definition:

Definition: a payment event (e.g., interest payment, coupon payment, etc.) against one leg of a swap stream

swap stream interest payment

Model-Generated Definition:

A kind of payment.

Definition:

swap stream interest payment calculation relative date

Model-Generated Definition:

A kind of relative date.

Definition:

swap stream interest payment schedule

Model-Generated Definition:

Definition: parametric schedule of payment dates

swap stream interest rate fixing

Model-Generated Definition:

A kind of interest rate stream event. A valid occurrence satisfies the following necessary condition:

Definition:

swap stream interest rate reset

Model-Generated Definition:

Definition:

swap stream reset relative date

Model-Generated Definition:

A kind of relative date. A valid occurrence satisfies the following necessary condition:

Definition:

swap strike terms

Model-Generated Definition:

A kind of swap leg. A valid occurrence may have the following properties:

Definition: Formal terms defining the strike leg on a swap that has a strike leg.

swap terms set

Model-Generated Definition:

Definition: the legal contractual terms of a swap transaction

swapstream interest calculation

Model-Generated Definition:

A kind of expression.

Definition: calculation of the interest due

swapstream interest calculation schedule

Model-Generated Definition:

A kind of parametric schedule.

Definition: parametric schedule of calculation dates

swapstream interest fixing relative date

Model-Generated Definition:

A kind of relative date. A valid occurrence satisfies the following necessary condition:

Definition:

swapstream interest rate reset schedule

Model-Generated Definition:

A kind of parametric schedule.

Definition: parametric schedule of reset dates

swaption contract

Model-Generated Definition:

A kind of derivative instrument and otcinstrument. A valid occurrence satisfies the following necessary conditions:

Definition: Option taken on interest rate swaps. These are FX interest rate option.

swaption exercise procedrure

Model-Generated Definition:

Definition: Procedure for the exercise of the Swaption.

swaption premium

Model-Generated Definition:

A valid occurrence may have the following properties:

  • payment date any number of occurrences of date.
  • premium amount any number of occurrences of monetary amount.

Definition:

swaption transaction

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

swing

Model-Generated Definition:

Definition:

swing price

Model-Generated Definition:

A kind of fund price.

Definition:

SwissFrancLIBOR

Model-Generated Definition:

Definition:

syndicated loan participation note

Model-Generated Definition:

A kind of tradable debt instrument. A valid occurrence satisfies the following necessary conditions:

Definition: Loan Participation Note: A fixed-income security that permits investors to buy portions of an outstanding loan or package of loans. LPN holders participate, on a pro rata basis, in collecting interest and principal payments. Banks or other financial institutions often enter into loan participation agreements with local businesses, and also offer loan participation notes as a type of short-term investment.

synechdocal thing

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition:

synthetic amortizing security

Model-Generated Definition:

Definition: Security constructed to emulate an amortizing security.

synthetic balance sheet c d o

Model-Generated Definition:

A kind of balance sheet c d o and synthetic c d o. A valid occurrence satisfies the following necessary condition:

Definition:

synthetic c d o

Model-Generated Definition:

A kind of c d o deal. A valid occurrence satisfies the following necessary condition:

Definition:

synthetic c d o portfolio

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

synthetic c d o portfolio constituent

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: An instrument which is defined as a constituent of a synthetic pool of instruments. These are not holdings because they are not held, but in all other respects they are the constituents of the portfolio.

synthetic c d o tranche

Model-Generated Definition:

A kind of c d o note. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

synthetic debt instrument pool

Model-Generated Definition:

A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • simulates any number of occurrences of any type.

Definition: A cash flow structure which synthesizes the behavior of a portfolio of debt securities. For example a synthesized portfolio of CDO / Bonds / ABS using Total Returns Swaps and CDS. This does exist, it is just manufactured from different instruments.

synthetic debt instrument pool funding asset

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: An asset which provides the funding for a synthetic debt instrument pool, as used in a synthetic CDO.

synthetic debt s p v

Model-Generated Definition:

A kind of debt s p v. A valid occurrence satisfies the following necessary condition:

Definition: A Special Purpose Vehicle set up for the issuance of synthetics CDOs. This entity (like all SPVs) its itself registered as some kind of legal entity, distinct from the sponsoring organization. It becomes the Issuer of Synthetic CDO issues.

synthetic pool asset

Model-Generated Definition:

A kind of abstract cashflow construct. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • simulates any number of occurrences of any type.

Definition:

synthetic structured finance instrument

Model-Generated Definition:

A kind of structured finance instrument. A valid occurrence satisfies the following necessary condition:

Definition:

system of quantities

Model-Generated Definition:

A kind of classification scheme. A valid occurrence may have the following properties:

Definition: set of quantities together with a set of non-contradictory equations relating those quantities

system of units

Model-Generated Definition:

A kind of classification scheme that can be recognized when an occurrence meets the following condition:

A valid occurrence satisfies the following necessary condition:

  • defines at least one occurrence of base unit.

Definition: a set of measurement units associated with a system of quantities, together with a set of rules that assign one measurement unit to be the base unit for each base quantity in the system of quantities and a set of rules for the derivation of other units from the base units

T
t a c tranche

Model-Generated Definition:

A kind of agency c m o and tranched m b s instrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Targeted Amortization Class. This is related to a PAC tranche and has a payment schedule geared towards a specified prepayment speed (called the pricing speed). Agency CMO

t a c tranche amortization schedule

Model-Generated Definition:

A kind of redemption schedule.

Definition:

tax allocation bond

Model-Generated Definition:

A kind of municipal bond.

Definition: A bond payable from the incremental increase in tax revenues realized from any increase in property value and other economic activity, often designed to capture the economic benefit resulting from a bond financing. Tax increment bonds, also known as tax allocation bonds, often are used to finance the redevelopment of blighted areas.

tax expense

Model-Generated Definition:

A kind of expenditure.

Definition:

tax jurisdiction

Model-Generated Definition:

A kind of jurisdiction.

Definition:

tax law

Model-Generated Definition:

A kind of statute law. A valid occurrence satisfies the following necessary conditions:

Definition: A law or body of law pertaining to the liability for and payment of tax by persons or legal entities which are subject to the jurisdiction covered by that law.

tax rule

Model-Generated Definition:

A kind of rule. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • description any number of occurrences of Text.
  • effective period any number of occurrences of date period.
  • rule name any number of occurrences of Text.
  • rate any number of occurrences of Percentage.

Definition: The tax rule which is applied in determing the applicable tax.

tax rule code

Model-Generated Definition:

A kind of rule code. A valid occurrence satisfies the following necessary conditions:

Definition:

tax rule scheme

Model-Generated Definition:

A kind of rule scheme. A valid occurrence satisfies the following necessary condition:

Definition: The scheme in which the tax rule is identified and defined.

tax treatment

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • defined in at least one occurrence of tax rule.

Definition: Amount of money due to the government or tax authority, applicable to some thing or activity in some jurisdiction

tax withholding grossup obligation

Model-Generated Definition:

A kind of tax withholding obligation. A valid occurrence may have the following properties:

Definition: Grossup Obligations in respect of Tax, that is an obligation to deduct or withhold tax in respect of payments made under transactions governed by the Master Agreement.

tax withholding liability

Model-Generated Definition:

A kind of tax withholding obligation. A valid occurrence may have the following properties:

  • includes penalty payments any number of occurrences of True Or False.
  • payable by counterparty any number of occurrences of True Or False.

Definition: Obligation in respect of liability for tax. This defines whether or not the party which is required to deduct some tax payment and does not do so, is then entitled to receive the funds from the other party in the event that a liability for this tax is later assessed against the first party.

tax withholding obligation

Model-Generated Definition:

Definition: An obligation with regard to the payment of taxes.

technical standard

Model-Generated Definition:

A kind of published information. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • standard name any number of occurrences of Text.
  • acronym any number of occurrences of Text.

Definition: An established norm or requirement about technical systems; a published document formally setting out such established norm.

temporal entity

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary conditions:

Definition:

temporal entity definition

Model-Generated Definition:

Definition: How a temporal entity is defined. This may be in terms of a simple definition (like a date), a specification that unambiguously specifies the temporal entity, or a method for determing a date, instant or interval such that it is not known now but can be determined at some future time. The different ways that an instant or interrval can be determined, are themselves different kinds of Thing (Measures, Specifications or Methods) and therefore this class of Thing is a union of those possible ways of specifiying a temporal entity, and not a kind of Thing in its own right.

temporal entity description

Model-Generated Definition:

A kind of temporal measure.

Definition: A direct description of some temporal entity, for example a date or date time. These are defined as simple types of thing (such as date), without recourse to some specification external to or additional to the provision of simple types.

temporal entity determination

Model-Generated Definition:

Definition: A Temporal Entity determination sets out how some Temporal Entity, currently unknown, is to be determined. For example, how a payment date or other event is to be determined at some point in the future, based on information prevailing at that future time.

temporal entity specification

Model-Generated Definition:

Definition: A Temporal Entity Specification specifies how some Temporal Entity (instant or intervl, e.g. Day or Period) actually is, other than by direct description.

temporal measure

Model-Generated Definition:

A kind of measure.

Definition: A measure of description of time

temporal measure definition

Model-Generated Definition:

Definition:

temporal measure determination

Model-Generated Definition:

Definition:

temporal thing

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition:

temporal thing determination method

Model-Generated Definition:

A kind of method.

Definition:

temporal thing expression

Model-Generated Definition:

Definition:

temporal thing specification

Model-Generated Definition:

Definition:

temporal unit

Model-Generated Definition:

A kind of Unit.

Definition: Units in which Time and Date are measured, for example in defining Durations

Temporal Value

Model-Generated Definition:

A kind of Atomic Value.

Definition:

Tense

Model-Generated Definition:

Definition:

term certificate of deposit

Model-Generated Definition:

A kind of certificate of deposit. A valid occurrence satisfies the following necessary condition:

Definition: A Certificate of Deposit with a maturity duration of more than one year.

term deposit

Model-Generated Definition:

A kind of otcinstrument. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • term duration any number of occurrences of duration.
  • amount any number of occurrences of monetary amount.
  • term deposit rate any number of occurrences of Percentage.

Definition: A money deposit at a bank that cannot be withdrawn for a certain "term" or period of time. When the term is over it can be withdrawn or it can be held for another term. The longer the term the better the yield on the money. A certificate of deposit is a time deposit product.

term deposit settlement terms

Model-Generated Definition:

Definition: Contractual terms for the settlement of a Term Deposit.

term structure

Model-Generated Definition:

A kind of structured collection. A valid occurrence satisfies the following necessary condition:

Definition: a structured collection of rates, such as interest rates, or bond yields with different terms to maturity, such that a yield curve may be constructed for the structure

termination provisions

Model-Generated Definition:

A kind of contractual element.

Definition: Formal terms setting out how the written contract may be terminated and what happens when it is.

terms sheet

Model-Generated Definition:

A kind of written information.

Definition: A set of written terms setting out legal or contractual rights, obligations and the like, but not (or not yet) forming part of a set of Contractual Terms.

territory

Model-Generated Definition:

A kind of geographical area.

Definition: A physical extent of land and water generally corresponding to the area claimed or governmed by some geopolitical entity. .

Text (from package /Release/Loans/Loan Contracts/LoanUpperTemp/Text)

Model-Generated Definition:

Definition: A set of words and characters expressed in some language. E.g. a description, a message

Text (from package /Informative/Foundations/Utilities Ext/Values/Text)

Model-Generated Definition:

A kind of Atomic Value. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of string.

Definition:

the present

Model-Generated Definition:

Definition: Now.

thing in role

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

  • has identity exactly one occurrence of any type.
  • has role at least one occurrence of role.
  • has identity exactly one occurrence of Annotation Property Holder.
  • has identity exactly one occurrence of any type.

A valid occurrence may also have the following properties:

  • is played by any number of occurrences of any type.

Definition: A thing-in-role is a relative concept that ties some thing to a role it plays in a given situational context.

third party warrant issuer

Model-Generated Definition:

A kind of warrant issuer.

Definition:

third-party agent

Model-Generated Definition:

Definition: any service provider that is licensed to perform a legally binding function and has been legally empowered to act on behalf of another party

threshold based related company

Model-Generated Definition:

A kind of party in role. A valid occurrence may have the following properties:

  • defining ownership threshold any number of occurrences of Percentage.

Definition:

thrift institution

Model-Generated Definition:

A kind of savings association.

Definition: an organization that primarily accepts savings account deposits and invests most of the proceeds in mortgages; savings banks and savings and loan associations and credit unions are examples of thrift institutions

Time

Model-Generated Definition:

A kind of Dimension.

Definition:

time based plot

Model-Generated Definition:

A kind of comparison. A valid occurrence may have the following properties:

Definition: A comparison among several parameters, one of which is time.

time direction

Model-Generated Definition:

Definition: an enumeration that indicates whether a calendar specified date is figured from the start or the end of a calendar period

time interval

Model-Generated Definition:

A kind of location.

Definition: a segment of the time axis, a location in time

Time Of Day

Model-Generated Definition:

A kind of Temporal Value. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of time.

Definition:

time of day

Model-Generated Definition:

A kind of relative time. A valid occurrence satisfies the following necessary condition:

  • relative to at least one occurrence of date.

A valid occurrence may also have the following properties:

Definition:

time offset

Model-Generated Definition:

A kind of temporal thing. A valid occurrence satisfies the following necessary condition:

  • length at least one occurrence of duration.

Definition:

time sensitive information

Model-Generated Definition:

A kind of information. A valid occurrence may have the following properties:

  • has tense any number of occurrences of Tense.

Definition:

time weighted rate of return performance determination method

Model-Generated Definition:

Definition: Time weighted rate of return.

timed based surface

Model-Generated Definition:

Definition: A three way relationship between three variable parameters.

timed duration specification

Model-Generated Definition:

Definition: A period of time, determined at some point in time.

timed monetary amount

Model-Generated Definition:

A kind of monetary amount and timed value. A valid occurrence may have the following properties:

  • value any number of occurrences of Number.
  • currency any number of occurrences of currency.

Definition:

timed numeric amount

Model-Generated Definition:

A kind of numeric amount. A valid occurrence satisfies the following necessary condition:

Definition:

timed parameter

Model-Generated Definition:

A kind of numerical parameter. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: A numerical parameter which may be expected to vary over time, and will therefore have values for different times past, persent and future.

timed percentage

Model-Generated Definition:

A kind of timed value. A valid occurrence may have the following properties:

Definition:

timed value

Model-Generated Definition:

A kind of value. A valid occurrence may have the following properties:

  • tense any number of occurrences of Tense.

Definition: The value of a dated parameter, at a stated point in the past, present or future.

tool

Model-Generated Definition:

A kind of purposive thing. A valid occurrence satisfies the following necessary condition:

Definition: Some physical object which is put to some purpose.

topographical location

Model-Generated Definition:

A kind of physical location.

Definition: Some physical two dimensional extent on the surface of some planet or natural satellite. Scope Note: The definition given in the FIBO Foundations specification for Physical Location defines some n- e.g. three dimensional space. This concept extends this to define a two dimensional extent on the Earth or other planets, moons etc. Scope Note: Potential specializations of this concept would include areographical locations (on Mars) and other planetographahical features. These are not in scope for FIBO but this abstraction has been included so that models which do explore that scope may be compatible with this model. Explanatory Note: Please refer to the discipline of topynymy for further details and possible extensions.

total

Model-Generated Definition:

Definition: a sum of the values for some characteristic of all units

total assets

Model-Generated Definition:

A kind of balance sheet total.

Definition:

total controlling interest company

Model-Generated Definition:

Definition: an organization having 100 percent ownership one or more organizations it holds voting shares in

total debt expense ratio

Model-Generated Definition:

Definition: a portion of 100 that represents the ratio of all monthly debt payments of all the borrowers, including proposed housing expenses, to the income of the borrowers as relied upon to make a credit decision

total liabilities

Model-Generated Definition:

A kind of balance sheet total.

Definition:

total owner

Model-Generated Definition:

Definition: Entity having 100 percent ownership in the entity so owned.

total owners equity

Model-Generated Definition:

A kind of balance sheet total.

Definition:

total return leg

Model-Generated Definition:

A kind of asset return stream. A valid occurrence may have the following properties:

  • pricing source any number of values of any type.

Definition: A leg in which the total return on an asset is paid.

total return swap contract

Model-Generated Definition:

Definition:

tradable debt instrument

Model-Generated Definition:

A kind of debt instrument, debt instrument, and security. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: a debt instrument that is also a security, i.e., that can be bought and sold by the holder

tradable debt instrument redemption provision

Model-Generated Definition:

Definition: terms for the redemption of the debt represented by a debt security

tradable debt security redemption terms set

Model-Generated Definition:

A kind of principal repayment terms. A valid occurrence may have the following properties:

Definition: Terms for the redemption of the debt represented by a debt security.

trade

Model-Generated Definition:

A kind of transaction event. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is facilitated by any number of occurrences of trader.
  • is identified by any number of occurrences of trade identifier.

Definition: an agreement between parties participating in a voluntary negotiation and the exchange of goods and/or services for some consideration (e.g., desired goods and services that someone else possesses)

trade identifier

Model-Generated Definition:

A kind of identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of trade.

Definition: an identifier for a trade

traded option principal

Model-Generated Definition:

A kind of option writing party. A valid occurrence satisfies the following necessary conditions:

Definition: The principal to the Traded Option contract. THis is the party which gives the other party the right to take up the obligation, and which is obliged to honor that transaction if that option is taken up.

traded options counterparty

Model-Generated Definition:

A kind of option buyer. A valid occurrence satisfies the following necessary condition:

Definition:

traded security published price

Model-Generated Definition:

A kind of published price.

Definition: The price of a tradable security.

trader

Model-Generated Definition:

A kind of service provider. A valid occurrence satisfies the following necessary conditions:

Definition: an individual or organization or representative thereof that engages in the transfer of financial assets in any financial market on behalf of a client or the financial services provider

trading date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/trading date rule)

Model-Generated Definition:

Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange

trading date rule (from package /Release/Securities/Securities/ISDASchedules/trading date rule)

Model-Generated Definition:

Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange

trading date rule (from package /Release/Securities/Securities/ParametricSchedules/trading date rule)

Model-Generated Definition:

Definition: a rule for dates defined with reference to some trading date calendar published by some trading facility or authority, such as a stock exchange

trading halted

Model-Generated Definition:

Definition:

trading location preference

Model-Generated Definition:

A kind of preference.

Definition:

trading participant

Model-Generated Definition:

A kind of options exchange participant. A valid occurrence satisfies the following necessary conditions:

Definition:

trading registered security

Model-Generated Definition:

A kind of security. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • is listed (please review) any number of occurrences of True Or False.

Definition: A security which is traded on some trading venue.

trading restriction

Model-Generated Definition:

Definition:

trading venue

Model-Generated Definition:

A kind of venue.

Definition: A venue where something may be bought, sold or exchanged.

traditional warrant

Model-Generated Definition:

A kind of company warrant.

Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a share.

tranche non payment

Model-Generated Definition:

Definition: Failure of a tranche of a tranched security to pay out. This may or may not be interpreted as a credit event.

tranche rating at issue

Model-Generated Definition:

Definition: The rating at issue of a tranche of a security. Note this is under review

tranche type

Model-Generated Definition:

Definition: the type of tranche in a tranched MBS security

tranched m b s deal

Model-Generated Definition:

A kind of m b s deal. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

tranched m b s deal prospectus

Model-Generated Definition:

Definition:

tranched m b s instrument

Model-Generated Definition:

A kind of mortgage backed security instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

tranched m b s issue underwriter

Model-Generated Definition:

Definition: The party which agrees to buy any certificates that are not bought by investors Term origin:MBS PoC Reviews

transaction business event

Model-Generated Definition:

A valid occurrence may have the following properties:

Definition: Occurrence in time that partners to a business transaction wish to monitor or control.

transaction confirmation

Model-Generated Definition:

A kind of legal document. A valid occurrence satisfies the following necessary condition:

Definition: written communication from a seller or service provider reciting the relevant details of a transaction

transaction counterparty

Model-Generated Definition:

A kind of transaction party.

Definition:

transaction event (from package /Release/Foundations/Products And Services/ProductsAndServices/transaction event)

Model-Generated Definition:

A kind of occurrence kind. A valid occurrence may have the following properties:

Definition: any sale, assignment, lease, license, loan, advance, contribution, or other transfer of any interest in or right to use any property (tangible or intangible) or money, however that transaction is effected, and regardless of whether the terms of the transaction are formally documented

transaction event (from package /Provisional/Foundations/Transactions/REATransactions/transaction event)

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: The event component of a transaction

transaction event aspect

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: A transaction side as seen from the perspective of one of the parties to the transaction.

transaction failure

Model-Generated Definition:

Definition:

transaction party

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

Definition: Some entity which takes part in some transaction by receiving and/or parting with some item of economic value or some payment or both.

transaction principal

Model-Generated Definition:

A kind of transaction party. A valid occurrence satisfies the following necessary condition:

Definition:

transaction processing goal

Model-Generated Definition:

A kind of investment goal.

Definition: The goal of processing transactions in which the organization is engaged, without error and within the stated time constraints.

transaction undertaking

Model-Generated Definition:

A kind of undertaking event. A valid occurrence satisfies the following necessary condition:

Definition: A contractually defined and established commitment to deliver some goods, perform some service or make some payment in cash or in kind.

TransactionEvent

Model-Generated Definition:

A kind of occurrence.

Definition:

TransactionHistory

Model-Generated Definition:

A kind of collection. A valid occurrence satisfies the following necessary conditions:

Definition: A record of actual account transactions, be they payments, withdrawls etc.

transferable contract

Model-Generated Definition:

An occurrence can be recognized when it meets one of the following conditions:

Definition: a contract in which the rights and obligations of one party (the holder) may be transferred to another party, which thereby takes on the same rights and obligations with respect to the other party to the contract

transferable contract holder

Model-Generated Definition:

Definition: a party that holds a transferable contract and enjoys the benefits defined in that contract while they hold it

treasury bill

Model-Generated Definition:

A kind of sovereign debt instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition:

treasury bill interest rate value

Model-Generated Definition:

A kind of timed value. A valid occurrence may have the following properties:

  • interest rate any number of occurrences of Percentage.

Definition: The value of a government short term debt security, or treasury bill, at a given point in time.

treasury bill reference rate

Model-Generated Definition:

A kind of debt instrument reference rate. A valid occurrence satisfies the following necessary condition:

Definition: The parameter which is the interest rate payable by the T Bill at any point in time. This therefore takes a value at any given time and has historical values in the past.

treatment capability

Model-Generated Definition:

A kind of capability.

Definition: Whereby it is possible that a thing can be treated according to these constructs

tribal area

Model-Generated Definition:

A kind of geopolitical entity.

Definition: a designation for an area of land managed by a group of indigenous people (tribe) rather than by the sovereign state or regional governmental entity in which the tribal area is geographically located

tribal entity

Model-Generated Definition:

A kind of polity. A valid occurrence satisfies the following necessary conditions:

Definition: a legal entity that represents fundamental unit of sovereign tribal (indigenous) government

tribal government

Model-Generated Definition:

A kind of government. A valid occurrence satisfies the following necessary condition:

Definition: a government representing a group of indigenous people that has legal authority to govern those people, including authority to legislate the existance of tribal entities

trigger event

Model-Generated Definition:

Definition: Any event where some value passes some threashold. Or some other type of business event. This is not restricted to "trigger" in the sense of a value passing a threshold. Can also be an seen such as a CDO manager going into bankruptcy.

troy ounces

Model-Generated Definition:

Definition:

Troy Weight System Of Quantities

Model-Generated Definition:

Definition:

True Or False

Model-Generated Definition:

A kind of Atomic Value. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of boolean.

Definition:

true p s objective

Model-Generated Definition:

Definition:

trust

Model-Generated Definition:

A kind of formally constituted organization and juridical person. A valid occurrence satisfies the following necessary conditions:

  • has party in role at least one occurrence of trust beneficiary.
  • has party in role at least one occurrence of trustee.
  • is governed by exactly one occurrence of trust agreement.
  • has party in role at least one occurrence of trustor.

Definition: A fiduciary relationship in which one party, known as a trustor, gives another party, the trustee, the right to hold title to property or assets for the benefit of a third party, the beneficiary.

trust agreement

Model-Generated Definition:

A kind of organization covering agreement. A valid occurrence satisfies the following necessary conditions:

  • has party in role at least one occurrence of trustor.
  • has party in role at least one occurrence of trust beneficiary.
  • has party in role at least one occurrence of trustee.

Definition: Formal agreement through which a trustor vests the ownership rights (title) to one or more assets to one or more trustees for conservation and protection on behalf of one or more beneficiaries of the trust. It normally states the (1) purpose for which the trust was established and fulfillment of which will terminate the trust, (2) details of the assets placed in the trust, (3) powers and limitations of the trustees, their reporting requirements, and other associated provisions, and (4) may also specify the trustees' compensation, if any. A trust agreement involving real estate requires its exact description and the trustor's express, written consent to create the trust to be valid. A will admitted to probate may also act like a trust agreement.

trust beneficiary

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

Definition: Person or organization for whose present or future interest (benefit) an annuity, assignment (such as a letter of credit), contract, insurance policy, judgment, promise, trust, will, etc., is made

trust fund manager

Model-Generated Definition:

A kind of party in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A trust fund manager acts on behalf of the Trustee to manage the assets of the Trust.

trust fund trust

Model-Generated Definition:

A kind of trust. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A trust which forms the basis for a fund.

trustee (from package /Release/Business Entities/Trusts/Trusts/trustee)

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

Definition: An individual or organization which holds or manages and invests assets for the benefit of another. The trustee is legally obliged to make all trust-related decisions with the beneficiary's interests in mind, and may be liable for damages in the event of not doing so. Trustees may be entitled to a payment for their services, if specified in the trust deed. In the specific case of the bond market, a trustee administers a bond issue for a borrower, and ensures that the issuer meets all the terms and conditions associated with the borrowing.

trustee (from package /Provisional/Securities/Debt/Asset Backed/MortgageBackedSecurities/trustee)

Model-Generated Definition:

A kind of party in role.

Definition: A party which has some role in relation to some financial investment (portfolio, issue etc.) which is formally defined as being a "Trustee" in that context.

trustee call

Model-Generated Definition:

A kind of entire call.

Definition:

trustor

Model-Generated Definition:

A kind of formally constituted organization member. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: Entity that establishes a trust and place property under the protection and management of one or more trustees for the immediate or eventual benefit of ascertainable one or more beneficiaries. It is not always necessary to identify the trustor who may be also be a trustee and/or one of the beneficiaries. In legal parlance, a trustor is called a settlor in the UK and a grantor in the US, whereas in common usage he or she may also be called a creator, donor, initiator, owner, or Trust maker.

typical duration

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

Definition: The maturity of the CP instrument, as a typical, known duration.

U
u s corporate bond yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

Definition: This has 30/360 and semi-annual compounding.

u s state

Model-Generated Definition:

A kind of federal state. A valid occurrence may have the following properties:

  • designation any number of occurrences of Text.
  • abbreviation any number of occurrences of Text.

Definition: A Federated State within the United States of America. Editorial Note: Flagged for Action in order to review the use of type versus instance here.

u s treasury yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

Definition:

U.S. bank

Model-Generated Definition:

A kind of Bank.

Definition: a bank that is licensed to conduct business in the United States

U.S. bank holding company

Model-Generated Definition:

Definition: a bank holding company that is licensed to conduct business in the United States and is regulated and supervised by the Federal Reserve in accordance with the Bank Holding Company Act of 1956

U.S. producer price index

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary condition:

Definition: an economic indicator representing a measure of the change over time in the selling prices received by domestic producers for their output

ufficiale

Model-Generated Definition:

Definition: Meaning not known - Official price

ultimate beneficial owner

Model-Generated Definition:

A kind of beneficial owner. A valid occurrence satisfies the following necessary conditions:

  • ultimate beneficial owner will be at least one occurrence of person.
  • is ultimate beneficial owner of at least one occurrence of stock corporation.

Definition: The ultimate holders of the assets of a hierarchy of companies. These may be people or other legal entities.

umbrella fund

Model-Generated Definition:

A kind of fund. A valid occurrence satisfies the following necessary condition:

  • has sub fund at least one occurrence of sub fund.

Definition: Fund structure which has one or more investment pools.

uncommitted credit facility

Model-Generated Definition:

A kind of credit facility.

Definition:

uncommitted credit facility tranche

Model-Generated Definition:

Definition:

unconditional obligation

Model-Generated Definition:

Definition: An obligation which is not conditional on the occurrence of any event or the existence or continuation of any condition.

unconditional privilege

Model-Generated Definition:

Definition: The liberty to do something.

unconditional right

Model-Generated Definition:

A kind of contingent right.

Definition: A right to which no conditions are applied. Further Notes; these may be moral, consititutional. Contractual and so on.

uncrossing price

Model-Generated Definition:

A kind of share price. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • uncrossing volume any number of occurrences of Whole Number.

Definition: The indicative uncrossing price and corresponding uncrossing volume broadcast during auction calls and immediately following uncrossing.

underlier

Model-Generated Definition:

A kind of parametric reference entity and thing in role. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: the financial instrument(s), index or parameter, or combination thereof, that form the basis for the derivative instrument

underlying issuer

Model-Generated Definition:

A kind of warrant issuer. A valid occurrence satisfies the following necessary condition:

Definition: A party which is the issuer of a Covered Warrant. This party is by definition the issuer of the underlying securities.

underlying on future

Model-Generated Definition:

A kind of underlier.

Definition: The item (commodity, reference, index, instrument etc.) that determines the value of the Futures contract and in most cases forms the deliverable when the contract expires.

underlying on option

Model-Generated Definition:

A kind of underlier. A valid occurrence satisfies the following necessary condition:

Definition: The instrument or parameter, or combinations thereof, that are used as the basis for the Option Instrument.

underlying security delivery

Model-Generated Definition:

A kind of security forward delivery. A valid occurrence may have the following properties:

Definition:

underlying valuation

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The act of valuation of the underlying on some OTC Derivative.

undertaking

Model-Generated Definition:

A valid occurrence satisfies the following necessary conditions:

Definition: Some undertaking to act.

undertaking event

Model-Generated Definition:

A kind of transaction business event and undertaking. A valid occurrence satisfies the following necessary condition:

Definition: Something which occurs at a point in time, at which a party makes some commitment to some other party.

undertaking party

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

  • is party to at least one occurrence of agreement.

Definition:

underwriter

Model-Generated Definition:

A kind of financial service provider. A valid occurrence satisfies the following necessary condition:

Definition: any person who has purchased from an issuer with a view to, or sells for an issuer in connection with, the distribution of any security, or participates or has a direct or indirect participation in any such undertaking, or participates or has a participation in the direct or indirect underwriting of any such undertaking; but such term shall not include a person whose interest is limited to a commission from an underwriter or dealer not in excess of the usual and customary distributor's or seller's commission

underwriter takedown for debt

Model-Generated Definition:

A kind of underwriter takedown (please review). A valid occurrence may have the following properties:

  • underwriter takedown amount any number of occurrences of monetary amount.

Definition: Infomation on Takedown quantity of the Debt security handled by the underwriter (that will be brought into DTC).

underwriting arrangement

Model-Generated Definition:

A kind of mutual contractual agreement. A valid occurrence satisfies the following necessary condition:

  • has party in role at least one occurrence of underwriter.

Definition: a contractual agreement between an organization (typically an investment bank) and a securities issuer that commits the underwriter to assuming risk involved in buying a new issue of securities from an issuing corporation or government entity and reselling it to the public, either directly or through dealers

underwriting automation

Model-Generated Definition:

A kind of classifier.

Definition: a category indicating whether a loan was underwritten manually or using an automated underwriting system

underwriting decision

Model-Generated Definition:

A kind of classifier.

Definition: a loan approval recommendation determined either manually or by an automated underwriting system

unemployed population

Model-Generated Definition:

Definition: a subset of the civilian labor force that is considered to have had no employment but was available for work, except for temporary illness, and had made specific efforts to find employment sometime during a specified period, during the reporting period

unemployment rate

Model-Generated Definition:

A kind of economic indicator and expression. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing the ratio of the unemployed population with respect to the civilian labor force of a given economy for some specified period

unemployment rate value (please review)

Model-Generated Definition:

A kind of economic rate qualified timed value (please review). A valid occurrence may have the following properties:

  • has percentage value (please review) any number of occurrences of Percentage.
  • applicable period (please review) any number of occurrences of date period.

Definition:

unilateral commitment

Model-Generated Definition:

A kind of commitment.

Definition: A commitment made by one party without reference to the party to which the commitment is made.

unilateral contract

Model-Generated Definition:

A kind of contract. A valid occurrence may have the following properties:

Definition: a contract in which only one party makes an express promise, or undertakes a performance without first securing a reciprocal agreement from the other party

unincorporated foundation

Model-Generated Definition:

A kind of foundation.

Definition:

unique swap identifier

Model-Generated Definition:

A kind of unique trade identifier. A valid occurrence satisfies the following necessary condition:

  • identifies exactly one occurrence of swap.

Definition: a unique swap identifier (USI) is an identifier for a swap transaction, that is the CFTC term or Unique Trade Identifier (UTI) which is the term used more globally is an identifier on the transaction level that stays unique throughout the life of a trade

unique trade identifier

Model-Generated Definition:

A kind of trade identifier.

Definition: a globally unique identifier for a trade, unique to the transaction known to and used by all relevant parties, as required by various regulatory agencies around the world

unit

Model-Generated Definition:

A kind of parametric thing.

Definition: A unit of measure ofa quantity, time or anything else which is measurable. NB don't confuse this with units in a Trust Fund!!

Unit

See measurement unit.

unit investment trust

Model-Generated Definition:

A kind of investment company.

Definition: an investment company which (a) is organized under a trust indenture, contract of custodianship or agency, or similar instrument, (b) does not have a board of directors, and (c) issues only redeemable securities, each of which represents an undivided interest in a unit of specified securities; but does not include a voting trust

unit issuer

Model-Generated Definition:

A kind of funds processing party. A valid occurrence satisfies the following necessary conditions:

  • issues at least one occurrence of fund unit.
  • processing party has identity at least one occurrence of corporation.

Definition: The party which issues the Fund Unit.

unit of mass

Model-Generated Definition:

A kind of Unit.

Definition:

unit price monetary specification

Model-Generated Definition:

A kind of price exchange specification. A valid occurrence may have the following properties:

Definition: The specification of a price in terms of some monetary amount, that is a number and a currency unit, in exchange for one unit if the item so priced.

Unitary Value

Model-Generated Definition:

Definition:

universal loan identifier

Model-Generated Definition:

A kind of financial instrument identifier. A valid occurrence satisfies the following necessary conditions:

Definition: A unique identifier given to unequivocally identify a specific mortgage loan. In the US, the structure of this identifier is defined in the 2015 revision to the Home Mortgage Disclosure Act.

unknown duration

Model-Generated Definition:

A kind of duration. A valid occurrence satisfies the following necessary condition:

Definition: A length of time whose length is not known.

unlimited tax general obligation bond

Model-Generated Definition:

Definition: An unlimited-tax general obligation pledge is similar to the limited-tax pledge. The only difference is that the local government is asked to increase property tax rates to necessary levels - up to a maximum of 100% - to cover delinquencies from taxpayers. Local residents must first agree to increase property taxes to necessary amounts required for the bonds.

unlisted bond

Model-Generated Definition:

A kind of bond.

Definition: A bond that is traded over the counter rather than via an exchange or other listing facility.

unsecured loan (please review)

Model-Generated Definition:

A kind of loan drawdown. A valid occurrence may have the following properties:

  • secured (please review) any number of occurrences of True Or False.

Definition:

unsubscribed debt (please review)

Model-Generated Definition:

Definition:

up

Model-Generated Definition:

A kind of Direction.

Definition:

up or down

Model-Generated Definition:

Definition:

up to one year

Model-Generated Definition:

A kind of known duration. A valid occurrence satisfies the following necessary condition:

Definition: A known duration of one calendar year.

up to one year description

Model-Generated Definition:

A kind of year based duration description. A valid occurrence may have the following properties:

Definition: Formal duration description for Durations of up to one year.

urban consumers universe

Model-Generated Definition:

A kind of civilian non-institutional population. A valid occurrence satisfies the following necessary conditions:

Definition: a statistical universe for consumer expenditure surveys consisting of people within a household that make joint expenditure decisions

URI

Model-Generated Definition:

A kind of Atomic Value. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of anyURI.

Definition:

US Dollar LIBOR

Model-Generated Definition:

Definition:

US T Bill Date (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/US T Bill Date)

Model-Generated Definition:

A kind of calculated date.

Definition: Auction dates for US 13 week and 26 week Treasury Bills.

US T Bill Date (from package /Release/Securities/Securities/ISDASchedules/US T Bill Date)

Model-Generated Definition:

A kind of calculated date.

Definition: Auction dates for US 13 week and 26 week Treasury Bills.

US t-bill auction date rule (from package /Release/Derivatives/Derivatives Contracts/ISDASchedules/US t-bill auction date rule)

Model-Generated Definition:

A kind of auction date rule.

Definition:

US t-bill auction date rule (from package /Release/Securities/Securities/ISDASchedules/US t-bill auction date rule)

Model-Generated Definition:

A kind of auction date rule.

Definition:

US Treasury bill auction date rule

Model-Generated Definition:

A kind of auction date rule.

Definition:

US Treasury bill date

Model-Generated Definition:

A kind of calculated date. A valid occurrence satisfies the following necessary condition:

Definition: an auction date for US 13 week and 26 week Treasury bills

V
v w a p

Model-Generated Definition:

A kind of equities statistical price and share price. A valid occurrence may have the following properties:

Definition: Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day. MDDL

v w o p

Model-Generated Definition:

A kind of equities statistical price and share price. A valid occurrence may have the following properties:

Definition: Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open. MDDL

valuation

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: a measurement to assess the value of something expressed in some currency

Valuation

Model-Generated Definition:

A kind of alx-Measurement. A valid occurrence satisfies the following necessary conditions:

  • thingBeingValued at least one occurrence of any type.
  • thingBeingValued at least one occurrence of any type.

Definition: A Measurement to assess the value of something, e.g. a house, or a bond. The result is in some currency.

valuation time type

Model-Generated Definition:

A kind of relative time.

Definition: The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

Value

Model-Generated Definition:

Definition:

value

Model-Generated Definition:

A kind of mathematical expression. A valid occurrence satisfies the following necessary condition:

  • denomination at least one occurrence of Unit.

A valid occurrence may also have the following properties:

  • value expressed as any number of occurrences of Number.

Definition: Any value, stated as a number.

value changing activity (please review)

Model-Generated Definition:

Definition: Some event or activity which changes the value of something. Examples: A value changing event can be for instance (in securities), a declaration of a dividend. This is an event which changes the value of something. CAE that are in FIBIM are value changing events. Changes to principal on any loan is a value changing event.

value in exchange

Model-Generated Definition:

A kind of economic value.

Definition:

value in use

Model-Generated Definition:

A kind of economic value.

Definition:

value-added producer price index

Model-Generated Definition:

A kind of producer price index. A valid occurrence satisfies the following necessary conditions:

Definition: an economic indicator representing a weighted average of the input and output producer price indices

vanilla i r swap transaction

Model-Generated Definition:

Definition: An interest rate swap transaction in which fixed interest payments on the notional are exchanged for floating interest payments.

variable

Model-Generated Definition:

A kind of reference.

Definition: a symbol that represents a parameter in a formula or expression

variable coupon bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition:

variable debt principal

Model-Generated Definition:

A kind of publicly issued debt. A valid occurrence may have the following properties:

Definition: An amount of issued debt principal which is defined in relation to some variable and so varies over time, as principal.

variable determination method

Model-Generated Definition:

A kind of method.

Definition: The way in which some variable amount, quantity or value is determined or is to be determined.

variable interest calculation formula

Model-Generated Definition:

Definition: Formula for the calculation of variable interest.

variable interest expression

Model-Generated Definition:

A kind of interest calculation expression. A valid occurrence may have the following properties:

Definition:

variable interest rate

Model-Generated Definition:

A kind of interest rate.

Definition: an interest rate that is allowed to vary over the maturity of a loan or other debt instrument

variable premium determination formula

Model-Generated Definition:

Definition: Formula for agreed determination of the variable premium.

variable principal bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary condition:

Definition: A bond where the actual principal amount may vary, other than through paydown of the principal as amortization.

variance

Model-Generated Definition:

Definition: a measure of spread, calculated as the average squared deviation of each number from the mean of a data set

variance leg terms

Model-Generated Definition:

A kind of realized variable swap side terms. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: A return which is driven by a Variance Calculation. Variance of a single price (over time - how is this modeled? Is this the duration of the contract or some defined period or poeriods of time). The variance gets its time basis from the negotiated period in the contract, e.g. Variance over 3 months. Check: Is this always the duration of the contract or can it be for example a set of time scales (say monthly) ove the life of say a 6 month contract, and take an average?? This is logically possible but we don't know if this is what this is. FpML: A type describing return which is driven by a Variance Calculation. More notes 17 Mar Varianc v covariance Variance is a surrogate for option. Talks about random fluctuation in prices If you look at options theory (black scholes) then the price of an option is 1rily dependent in variation in the price. The more variable the more expensive ot maintain a portfolio that is indifferent to the next move in price. So this Variance Swap allows you to extract that option price (i.e. the variance as above) into the variability of the underlying price. So then the asset being traded is in fact the asset that the price references. context: This is all about controlling the price of an asset (from the point of view of the portfolio holder). similarly with the variance on an index you are picking up on the generic market stability. Recall that an index is controlling an underlying portfolio, but with the index you talk directly about the price (in an index swap), this gives you control of a portfolio that is represented by that index. Basket Swap is this - difference is agreed basket (Index, which has a publisher) versus Basket where the "index" (we don't call it that here) is a basket of securities.

vendor

Model-Generated Definition:

Definition:

venue

Model-Generated Definition:

A kind of site. A valid occurrence satisfies the following necessary conditions:

Definition: A place where something happens, described in the context of the event or activity that occurs there

verbal contract

Model-Generated Definition:

A kind of contract.

Definition: a contract that exists as a result of some verbal exchange

virtual address

Model-Generated Definition:

A kind of address.

Definition: an address identifying a virtual, i.e. non-physical location

virtual location

Model-Generated Definition:

A kind of location. A valid occurrence may have the following properties:

  • known as any number of occurrences of Text.

Definition: A place which has no physical location.

volatility

Model-Generated Definition:

A kind of expression and statistical measure. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • is volatility of any number of occurrences of market rate.

Definition: a statistical measure of the rate of change in pricing for a given security or market index

vostro account

Model-Generated Definition:

A kind of nostro or vostro. A valid occurrence satisfies the following necessary conditions:

  • has party balance at least one occurrence of vostro balance.
  • vostro account has perspective at least one occurrence of account provider.
  • is view on at least one occurrence of account.

Definition: Your account with us.

vostro balance

Model-Generated Definition:

A kind of balance.

Definition:

voting right

Model-Generated Definition:

A kind of contractual right. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • voting restrictions at most one occurrence of Text.

Definition: The right of a stockholder to vote on matters of corporate policy as well as on who is to compose the board of directors.

voting share

Model-Generated Definition:

A kind of share. A valid occurrence satisfies the following necessary condition:

Definition: A share which confers upon the holder some voting rights.

voting shareholder

Model-Generated Definition:

A kind of de jure controlling interest party and shareholder. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a party owning voting shares in some company limited by the issue of shares

voting shareholding

Model-Generated Definition:

A kind of shareholding. A valid occurrence may have the following properties:

Definition: a holding of some voting share

voting shareholding company

Model-Generated Definition:

A kind of voting shareholder. A valid occurrence may have the following properties:

Definition: a formal business organization that holds voting shares in some incorporated company

W
w a c bond coupon

Model-Generated Definition:

Definition:

wall street yield calculation method

Model-Generated Definition:

A kind of yield calculation method. A valid occurrence satisfies the following necessary condition:

Definition: No definition.Term put here from memory.

warrant

Model-Generated Definition:

A kind of entitlement rights instrument. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • expiry date any number of values of any type.
  • put warrant any number of occurrences of True Or False.
  • perpetual maturity any number of occurrences of True Or False.

Definition: Financial instruments which permit the holder to purchase or sell back to the issuer a specified amount of a financial instrument, commodity, currency or other during a specified period at a specified price.

warrant exercise terms set

Model-Generated Definition:

A kind of contractual commitment. A valid occurrence satisfies the following necessary conditions:

Definition: Terms setting out how a warrant instrument may be exercised. Further Notes Exercise terms as defined here also cover the automatic exercise of the warrant in the event of its expiry. These terms include the exercise style (FIBIM = OptionStyle type OptionStyleCode) and the delivery.

warrant holder

Model-Generated Definition:

Definition: A holder of some warrant which when exercised would confer upon that party some de jure controlling interest in some entity.

warrant issuer

Model-Generated Definition:

A kind of security issuer.

Definition: The issuer of a Warrant. This is defined in terms of what individual entity is the issuer and also what other roles they may or may not play for a specific type of warranty, specifically whether or not they are also the issuer of the underlying, if the underlying is a security.

warrant listing

Model-Generated Definition:

A kind of security listing.

Definition: The listing of a warrant on a securities exchange. Action: confirm whether all the facts shown for listing of tradable securities generally, apply to the listing of a warrant. Also determine whether any of the terms in Listing need to be specialized or added to for Warrant Listing.

warranties section

Model-Generated Definition:

A kind of contract part.

Definition: Section defining what is warranted by either party to the other. A warranty, as contained in this section of a contract, is a statement by one other party asserting that some given state of the world exists.

wealth management service

Model-Generated Definition:

A kind of financial service.

Definition: a high-level financial service that combines financial and investment advice, accounting and tax services, retirement planning and legal or estate planning for one set fee

web page

Model-Generated Definition:

A kind of document. A valid occurrence may have the following properties:

  • u r l any number of occurrences of URI.

Definition: A document published on the World Wide Web and accessible via a Universal Resource Locator.

week

Model-Generated Definition:

Definition:

weekday

Model-Generated Definition:

A kind of temporal unit.

Definition: A day during the week, as a temporal unit.

WeekDaySelection

Model-Generated Definition:

Definition:

weighted average coupon

Model-Generated Definition:

A kind of instrument aggregate loan analytic. A valid occurrence may have the following properties:

Definition: The weighted-average gross interest rates of the pool of mortgages that underlie a mortgage-backed security (MBS) at the time the securities were issued. A mortgage-backed security's current WAC can differ from its original WAC as the underlying mortgages pay down at different speeds. In the weighted-average calculation, the principal balance of each underlying mortgage is used as the weighting factor

weighted average time to receipt of cashflows

Model-Generated Definition:

A kind of analytical information. A valid occurrence may have the following properties:

Definition: The weighted average time to the receipt of cashflows for an instrument.

when distributed

Model-Generated Definition:

Definition: Used to refer to a security that trades after the date of issue but before the time at which the certificates are delivered

when issued

Model-Generated Definition:

Definition: When Issued or Gray Market trading is when a security is traded ahead of the date at which it is to be issued.

when issued transaction

Model-Generated Definition:

A kind of financial securities secondary market transaction. A valid occurrence may have the following properties:

  • offset for w i issue date any number of occurrences of Whole Number.

Definition: Trading in securities ahead of them being traded.

Whole Number

Model-Generated Definition:

A kind of Numeric Value. A valid occurrence satisfies the following necessary condition:

  • hasValue exactly one value of integer.

Definition:

wholly owned subsidiary

Model-Generated Definition:

A kind of subsidiary.

Definition:

working capital purpose

Model-Generated Definition:

A kind of loan purpose.

Definition:

worst call

Model-Generated Definition:

A valid occurrence satisfies the following necessary condition:

Definition: The worst case of when the instrument might be called.

worst call date

Model-Generated Definition:

Definition: The worst date on which the instrument might be called.

worst call date determination

Model-Generated Definition:

A kind of temporal entity determination. A valid occurrence may have the following properties:

  • determination date any number of occurrences of date.

Definition: The determination of when the call identified as the Worst Call would take place. This consist of some means by which that date is determined and a date on which that date is deemed to be the Worst Call date.

worthless

Model-Generated Definition:

A kind of status. A valid occurrence satisfies the following necessary condition:

  • describes at least one occurrence of security.

A valid occurrence may also have the following properties:

Definition: Announcement by the regulator that the security has become worthless.

writedown

Model-Generated Definition:

Definition: The fact that the underlier writes down its outstanding principal amount. Further notes: A credit event. FpML full definition: 'A credit event. Results from the fact that the underlier writes down its outstanding principal amount.'

written communication

Model-Generated Definition:

A kind of written information.

Definition: Some formal written communication from some party to another party or parties or to the world at large, notifying them about some fact or occurrence.

written contract

Model-Generated Definition:

A kind of contract. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

Definition: a formal contract that is written and signed by the parties thereto

written information

Model-Generated Definition:

A kind of information. A valid occurrence satisfies the following necessary condition:

Definition: Some information which is written in some format (physical or electronic) and is or may be communicated in some way.

X
x e t r a

Model-Generated Definition:

A kind of valuation time type.

Definition:

Y
yankee market

Model-Generated Definition:

Definition: A Yankee bond is a bond denominated in U.S. dollars and is publicly issued in the U.S. by foreign banks and corporations.

year

Model-Generated Definition:

Definition: A Gregorian calendar year

year based duration description

Model-Generated Definition:

A kind of duration description in calendar temporal unit. A valid occurrence satisfies the following necessary condition:

  • described with reference to at least one occurrence of year.

Definition:

yield

Model-Generated Definition:

A kind of timed parameter. A valid occurrence satisfies the following necessary conditions:

  • expressed in relation to at least one occurrence of known duration.
  • based upon at least one occurrence of income.
  • derived from outlay at least one occurrence of outlay.

A valid occurrence may also have the following properties:

Definition: The yield of a financial instrument based on its current price is the return to the investor expressed as an annual percentage.

yield calculation formula

Model-Generated Definition:

A kind of formula. A valid occurrence satisfies the following necessary condition:

Definition: The formula used in determining the Yield.

yield calculation method

Model-Generated Definition:

A kind of method. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • compounding frequency any number of occurrences of frequency.
  • day count basis any number of occurrences of day count convention.
  • has parameter any number of occurrences of timed parameter.
  • has rounding direction any number of occurrences of Direction.
  • has parameter any number of occurrences of timed parameter.
  • rounding convention any number of occurrences of Text.

Definition: The method by which the yield is calculated. This includes a formula for calculation and a specific day count convention and compounding. You would apply this calculation method on top of the underlying terms and conditions, do for example the holiday calenders and so on, are used in these formulae. For final cash flow: Japanese yield will round down accrued interest. Add: The actual underlying math. Wall Street uses the same ICMA formula.

yield spread

Model-Generated Definition:

A kind of Error2 and spread. A valid occurrence satisfies the following necessary condition:

  • is between exactly two occurrences of yield.

Definition: The spread between the yields of two items.

yield to next put

Model-Generated Definition:

A kind of debt instrument yield. A valid occurrence satisfies the following necessary condition:

  • has outlook period at least one occurrence of next put.

Definition:

Z
zero coupon and o i d bond call terms set

Model-Generated Definition:

A kind of bond call terms set. A valid occurrence satisfies the following necessary condition:

Definition: Terms defining the Call options for a Zero Coupon or OID Bond.

zero coupon bond

Model-Generated Definition:

A kind of bond. A valid occurrence satisfies the following necessary conditions:

A valid occurrence may also have the following properties:

  • has original issue discount amount any number of occurrences of monetary amount.

Definition: A debt security that doesn't pay interest (a coupon) but is traded at a deep discount, rendering profit at maturity when the bond is redeemed for its full face value.

zero coupon bond call

Model-Generated Definition:

A kind of call of issue. A valid occurrence satisfies the following necessary condition:

A valid occurrence may also have the following properties:

  • call amount any number of occurrences of Percentage.

Definition: Call of a Zero Coupon bond.

zero coupon terms set

Model-Generated Definition:

A kind of bond amortization payment terms. A valid occurrence may have the following properties:

  • fixed coupon amount exactly zero occurrences of Percentage.
  • coupon frequency for accrual calculations any number of occurrences of frequency.

Definition: Terms for payment of Interest on a Bond, where this pays a zero rate of interest.